VLY gamma max, delta neutral & open interest levels
As of close · rank #1229 by open interest · snapshot page
VLY closed 3.3% below its gamma max of 14.26. It is 7.2% above the delta neutral price of 12.81. Total open interest is 36,014, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VLY
Where is VLY's gamma max today?
As of Sep 11, 2026, the gamma max for VLY is 14.26, +3.3% from the 13.80 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 VLY above or below its delta neutral price?
VLY closed above delta neutral: 13.80 against a delta neutral price of 12.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VLY have?
36,014 contracts of open interest across 105 listed contracts on Sep 11, 2026, +0.0% 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.