VPG gamma max, delta neutral & open interest levels
As of close · rank #2068 by open interest · snapshot page
VPG closed 30.9% below its gamma max of 85.57. It is 14.6% above the delta neutral price of 55.82. Total open interest is 11,174, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VPG
Where is VPG's gamma max today?
As of Sep 11, 2026, the gamma max for VPG is 85.57, +30.9% from the 65.37 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 VPG above or below its delta neutral price?
VPG closed above delta neutral: 65.37 against a delta neutral price of 55.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VPG have?
11,174 contracts of open interest across 428 listed contracts on Sep 11, 2026, +0.5% 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.