VOO gamma max, delta neutral & open interest levels
As of close · rank #698 by open interest · snapshot page
VOO closed 2.4% below its gamma max of 719.64. It is 7.8% above the delta neutral price of 647.82. Total open interest is 93,340, -6.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VOO
Where is VOO's gamma max today?
As of Sep 11, 2026, the gamma max for VOO is 719.64, +2.4% from the 702.56 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 VOO above or below its delta neutral price?
VOO closed above delta neutral: 702.56 against a delta neutral price of 647.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VOO have?
93,340 contracts of open interest across 1,580 listed contracts on Sep 11, 2026, -6.6% 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.