VSAT gamma max, delta neutral & open interest levels
As of close · rank #455 by open interest · 1,379 sessions of history since Dec 1, 2020
VSAT closed 9.1% below its gamma max of 81.06. It is 14.7% above the delta neutral price of 63.42. Total open interest is 185,777, +2.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 43% |
| Gamma max crosses | 34 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 95th |
| Open interest change, 5 sessions | +3.5% |
| Open interest change, 21 sessions | -4.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 81.03 vs 83.14 (-2.6%)
- closed above gamma max at 81.29 vs 76.52 (+5.9%)
- closed below gamma max at 76.93 vs 77.29 (-0.5%)
- closed above gamma max at 77.60 vs 77.13 (+0.6%)
- closed below gamma max at 76.77 vs 82.26 (-7.2%)
- closed above gamma max at 76.69 vs 75.69 (+1.3%)
- closed below gamma max at 72.86 vs 75.96 (-4.3%)
- closed above gamma max at 74.56 vs 71.38 (+4.3%)
- closed below gamma max at 70.76 vs 71.39 (-0.9%)
- closed above gamma max at 69.50 vs 64.89 (+6.6%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about VSAT
Where is VSAT's gamma max today?
As of Sep 11, 2026, the gamma max for VSAT is 81.06, +9.1% from the 74.31 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 VSAT above or below its delta neutral price?
VSAT closed above delta neutral: 74.31 against a delta neutral price of 63.42. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VSAT have?
185,777 contracts of open interest across 329 listed contracts on Sep 11, 2026, +2.4% 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.