VLN gamma max, delta neutral & open interest levels
As of close · rank #1336 by open interest · snapshot page
VLN closed 16.8% below its gamma max of 1.94. It is 9.4% above the delta neutral price of 1.50. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 30,188, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VLN
Where is VLN's gamma max today?
As of Sep 11, 2026, the gamma max for VLN is 1.94, +16.8% from the 1.66 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.
Is VLN above or below its delta neutral price?
VLN closed above delta neutral: 1.66 against a delta neutral price of 1.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VLN have?
30,188 contracts of open interest across 44 listed contracts on Sep 11, 2026, -0.1% versus the previous session. What open interest measures.
Levels are recomputed after every trading day from end-of-day options data licensed from HistoricalOptionData.com; only derived aggregates are published. Methodology · Data and licence · Not investment advice.