VNQ gamma max, delta neutral & open interest levels
As of close · rank #1256 by open interest · snapshot page
VNQ closed 6.0% below its gamma max of 100.46. It is 2.3% below the delta neutral price of 96.98. Total open interest is 34,171, +1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VNQ
Where is VNQ's gamma max today?
As of Sep 11, 2026, the gamma max for VNQ is 100.46, +6.0% from the 94.80 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 VNQ above or below its delta neutral price?
VNQ closed below delta neutral: 94.80 against a delta neutral price of 96.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VNQ have?
34,171 contracts of open interest across 227 listed contracts on Sep 11, 2026, +1.2% 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.