VLO gamma max, delta neutral & open interest levels
As of close · rank #510 by open interest · 1,379 sessions of history since Dec 1, 2020
VLO closed 1.1% below its gamma max of 394.71. It is 18.7% above the delta neutral price of 317.34. Total open interest is 154,975, -5.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 93th |
| Open interest change, 5 sessions | +2.8% |
| Open interest change, 21 sessions | +18.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 350.05 vs 350.25 (-0.1%)
- closed above gamma max at 330.21 vs 329.60 (+0.2%)
- closed below gamma max at 310.92 vs 314.32 (-1.1%)
- closed above gamma max at 309.65 vs 307.20 (+0.8%)
- closed below gamma max at 292.66 vs 297.24 (-1.6%)
- closed above gamma max at 295.79 vs 292.64 (+1.1%)
- closed below gamma max at 281.20 vs 286.05 (-1.7%)
- closed above gamma max at 282.88 vs 282.61 (+0.1%)
- closed below gamma max at 252.58 vs 255.78 (-1.3%)
- closed above gamma max at 251.30 vs 249.35 (+0.8%)
In today's screens
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Neighbours by open interest
Questions people ask about VLO
Where is VLO's gamma max today?
As of Sep 11, 2026, the gamma max for VLO is 394.71, +1.1% from the 390.42 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 VLO above or below its delta neutral price?
VLO closed above delta neutral: 390.42 against a delta neutral price of 317.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VLO have?
154,975 contracts of open interest across 1,121 listed contracts on Sep 11, 2026, -5.1% 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.