VRT gamma max, delta neutral & open interest levels
As of close · rank #231 by open interest · 1,379 sessions of history since Dec 1, 2020
VRT closed 22.0% below its gamma max of 313.71. It is 8.5% above the delta neutral price of 235.32. Total open interest is 476,469, +0.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 18 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 54th |
| Open interest change, 5 sessions | +5.2% |
| Open interest change, 21 sessions | +0.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 241.57 vs 229.66 (+4.9%)
- closed below delta neutral at 223.04 vs 236.27 (-5.9%)
- closed below gamma max at 367.13 vs 367.84 (-0.2%)
- closed above gamma max at 367.52 vs 360.96 (+1.8%)
- closed below gamma max at 339.91 vs 356.99 (-5.0%)
- closed above gamma max at 359.11 vs 355.17 (+1.1%)
- closed below gamma max at 301.16 vs 307.37 (-2.1%)
- closed above gamma max at 310.51 vs 306.87 (+1.2%)
- closed below gamma max at 234.53 vs 247.20 (-5.4%)
- closed above gamma max at 248.51 vs 208.38 (+16.1%)
In today's screens
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Neighbours by open interest
Questions people ask about VRT
Where is VRT's gamma max today?
As of Sep 11, 2026, the gamma max for VRT is 313.71, +22.0% from the 257.06 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 VRT above or below its delta neutral price?
VRT closed above delta neutral: 257.06 against a delta neutral price of 235.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VRT have?
476,469 contracts of open interest across 1,420 listed contracts on Sep 11, 2026, +0.7% 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.