VSH gamma max, delta neutral & open interest levels
As of close · rank #644 by open interest · 1,379 sessions of history since Dec 1, 2020
VSH closed 18.6% below its gamma max of 39.39. It is 14.1% below the delta neutral price of 37.90. Total open interest is 104,685, +1.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 22% |
| Gamma max crosses | 16 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 85th |
| Open interest change, 5 sessions | +2.0% |
| Open interest change, 21 sessions | -11.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 33.18 vs 37.58 (-13.2%)
- closed above delta neutral at 38.86 vs 38.33 (+1.4%)
- closed below delta neutral at 38.21 vs 39.60 (-3.6%)
- closed above delta neutral at 39.78 vs 38.35 (+3.6%)
- closed below delta neutral at 45.92 vs 46.65 (-1.6%)
- closed below gamma max at 64.17 vs 65.80 (-2.5%)
- closed above gamma max at 64.56 vs 61.51 (+4.7%)
- closed below gamma max at 54.87 vs 62.83 (-14.5%)
- closed above gamma max at 37.04 vs 36.99 (+0.1%)
- closed below gamma max at 36.95 vs 37.36 (-1.1%)
In today's screens
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Neighbours by open interest
Questions people ask about VSH
Where is VSH's gamma max today?
As of Sep 11, 2026, the gamma max for VSH is 39.39, +18.6% from the 33.21 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 VSH above or below its delta neutral price?
VSH closed below delta neutral: 33.21 against a delta neutral price of 37.90. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VSH have?
104,685 contracts of open interest across 226 listed contracts on Sep 11, 2026, +1.1% 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.