VMRK gamma max, delta neutral & open interest levels
As of close · rank #1676 by open interest · snapshot page
VMRK closed 3.0% below its gamma max of 67.50. It is 5.6% below the delta neutral price of 69.24. What gamma max means · What delta neutral means
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Questions people ask about VMRK
Where is VMRK's gamma max today?
As of Sep 11, 2026, the gamma max for VMRK is 67.50, +3.0% from the 65.54 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 VMRK above or below its delta neutral price?
VMRK closed below delta neutral: 65.54 against a delta neutral price of 69.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VMRK have?
19,030 contracts of open interest across 229 listed contracts on Sep 11, 2026. 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.