VNDA gamma max, delta neutral & open interest levels
As of close · rank #1995 by open interest · snapshot page
VNDA closed 17.6% below its gamma max of 5.99. It is 23.3% above the delta neutral price of 3.91. Total open interest is 12,331, -0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VNDA
Where is VNDA's gamma max today?
As of Sep 11, 2026, the gamma max for VNDA is 5.99, +17.6% from the 5.09 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 VNDA above or below its delta neutral price?
VNDA closed above delta neutral: 5.09 against a delta neutral price of 3.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VNDA have?
12,331 contracts of open interest across 51 listed contracts on Sep 11, 2026, -0.3% 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.