VRNS gamma max, delta neutral & open interest levels
As of close · rank #1000 by open interest · snapshot page
VRNS closed 11.1% below its gamma max of 50.12. It is 10.5% above the delta neutral price of 40.37. Total open interest is 51,318, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VRNS
Where is VRNS's gamma max today?
As of Sep 11, 2026, the gamma max for VRNS is 50.12, +11.1% from the 45.12 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 VRNS above or below its delta neutral price?
VRNS closed above delta neutral: 45.12 against a delta neutral price of 40.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VRNS have?
51,318 contracts of open interest across 103 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.