Data through close

VNOM gamma max, delta neutral & open interest levels

As of close · rank #1559 by open interest · snapshot page

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Close
44.71
prev 44.84
Gamma max
46.56
+4.1% from close
Delta neutral
41.35
-7.5% from close
Gamma neutral
32.92
-26.4% from close
Open interest
21,776
+3.4% vs prev
Contracts listed
156
88 calls · 76 puts

VNOM closed 4.1% below its gamma max of 46.56. It is 7.5% above the delta neutral price of 41.35. Total open interest is 21,776, +3.4% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about VNOM

Where is VNOM's gamma max today?

As of Sep 11, 2026, the gamma max for VNOM is 46.56, +4.1% from the 44.71 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 VNOM above or below its delta neutral price?

VNOM closed above delta neutral: 44.71 against a delta neutral price of 41.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VNOM have?

21,776 contracts of open interest across 156 listed contracts on Sep 11, 2026, +3.4% 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.