VNET gamma max, delta neutral & open interest levels
As of close · rank #654 by open interest · 1,379 sessions of history since Dec 1, 2020
VNET closed 29.8% below its gamma max of 8.22. It is 2.4% above the delta neutral price of 6.18. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 102,125, -0.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 11% |
| Gamma max crosses | 27 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 30th |
| Open interest change, 5 sessions | -7.5% |
| Open interest change, 21 sessions | -3.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 6.33 vs 8.22 (-29.8%)
- closed above gamma max at 6.38 vs 6.17 (+3.3%)
- closed below gamma max at 6.07 vs 8.09 (-33.3%)
- closed above gamma max at 6.22 vs 5.91 (+4.9%)
- closed above delta neutral at 7.32 vs 6.37 (+13.0%)
- closed below delta neutral at 6.29 vs 6.37 (-1.3%)
- closed below gamma max at 8.01 vs 8.78 (-9.6%)
- closed above gamma max at 8.05 vs 7.92 (+1.6%)
- closed below gamma max at 10.48 vs 11.11 (-6.1%)
- closed above gamma max at 11.30 vs 10.32 (+8.6%)
In today's screens
Neighbours by open interest
Questions people ask about VNET
Where is VNET's gamma max today?
As of Sep 11, 2026, the gamma max for VNET is 8.22, +29.8% from the 6.33 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 VNET above or below its delta neutral price?
VNET closed above delta neutral: 6.33 against a delta neutral price of 6.18. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VNET have?
102,125 contracts of open interest across 163 listed contracts on Sep 11, 2026, -0.4% 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.