VRSN gamma max, delta neutral & open interest levels
As of close · rank #1644 by open interest · snapshot page
VRSN closed 1.5% above its gamma max of 288.36. It is 6.6% above the delta neutral price of 273.52. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 19,695, -0.0% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Neighbours by open interest
Questions people ask about VRSN
Where is VRSN's gamma max today?
As of Sep 11, 2026, the gamma max for VRSN is 288.36, -1.5% from the 292.71 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 VRSN above or below its delta neutral price?
VRSN closed above delta neutral: 292.71 against a delta neutral price of 273.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VRSN have?
19,695 contracts of open interest across 236 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.