VOD gamma max, delta neutral & open interest levels
As of close · rank #436 by open interest · 1,379 sessions of history since Dec 1, 2020
VOD closed 3.7% below its gamma max of 18.05. It is 32.8% above the delta neutral price of 11.69. Total open interest is 197,463, -0.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 18% |
| Gamma max crosses | 36 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +1.5% |
| Open interest change, 21 sessions | +6.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 16.01 vs 16.03 (-0.1%)
- closed above gamma max at 16.22 vs 16.14 (+0.5%)
- closed below gamma max at 15.75 vs 16.10 (-2.2%)
- closed above gamma max at 16.19 vs 16.05 (+0.9%)
- closed below gamma max at 15.31 vs 16.36 (-6.9%)
- closed above gamma max at 15.69 vs 15.11 (+3.7%)
- closed below gamma max at 16.13 vs 16.99 (-5.3%)
- closed above gamma max at 16.39 vs 16.11 (+1.7%)
- closed below gamma max at 15.70 vs 15.76 (-0.4%)
- closed above gamma max at 15.59 vs 15.12 (+3.0%)
In today's screens
Neighbours by open interest
Questions people ask about VOD
Where is VOD's gamma max today?
As of Sep 11, 2026, the gamma max for VOD is 18.05, +3.7% from the 17.40 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 VOD above or below its delta neutral price?
VOD closed above delta neutral: 17.40 against a delta neutral price of 11.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VOD have?
197,463 contracts of open interest across 160 listed contracts on Sep 11, 2026, -0.0% 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.