VNO gamma max, delta neutral & open interest levels
As of close · rank #1718 by open interest · snapshot page
VNO closed 0.6% above its gamma max of 35.23. It is 11.9% above the delta neutral price of 31.24. Total open interest is 17,625, -0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VNO
Where is VNO's gamma max today?
As of Sep 11, 2026, the gamma max for VNO is 35.23, -0.6% from the 35.44 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 VNO above or below its delta neutral price?
VNO closed above delta neutral: 35.44 against a delta neutral price of 31.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VNO have?
17,625 contracts of open interest across 134 listed contracts on Sep 11, 2026, -0.2% 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.