VRTX gamma max, delta neutral & open interest levels
As of close · rank #1076 by open interest · snapshot page
VRTX closed 8.1% below its gamma max of 557.42. It is 6.5% above the delta neutral price of 482.01. Total open interest is 44,836, -1.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VRTX
Where is VRTX's gamma max today?
As of Sep 11, 2026, the gamma max for VRTX is 557.42, +8.1% from the 515.44 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 VRTX above or below its delta neutral price?
VRTX closed above delta neutral: 515.44 against a delta neutral price of 482.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VRTX have?
44,836 contracts of open interest across 818 listed contracts on Sep 11, 2026, -1.0% 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.