VST gamma max, delta neutral & open interest levels
As of close · rank #209 by open interest · 1,379 sessions of history since Dec 1, 2020
VST closed 18.4% below its gamma max of 175.76. It is 0.3% below the delta neutral price of 148.88. Total open interest is 526,820, -2.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 1 |
| Delta neutral crosses | 33 |
| Open interest percentile (1y) | 94th |
| Open interest change, 5 sessions | -1.1% |
| Open interest change, 21 sessions | -2.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 147.05 vs 148.03 (-0.7%)
- closed above delta neutral at 149.30 vs 148.84 (+0.3%)
- closed below delta neutral at 143.23 vs 153.68 (-7.3%)
- closed above delta neutral at 155.94 vs 154.13 (+1.2%)
- closed below delta neutral at 148.64 vs 155.19 (-4.4%)
- closed above delta neutral at 155.44 vs 154.38 (+0.7%)
- closed below delta neutral at 152.56 vs 154.81 (-1.5%)
- closed above delta neutral at 158.03 vs 153.55 (+2.8%)
- closed below delta neutral at 154.82 vs 155.36 (-0.3%)
- closed above delta neutral at 157.22 vs 156.99 (+0.1%)
In today's screens
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Neighbours by open interest
Questions people ask about VST
Where is VST's gamma max today?
As of Sep 11, 2026, the gamma max for VST is 175.76, +18.4% from the 148.38 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 VST above or below its delta neutral price?
VST closed below delta neutral: 148.38 against a delta neutral price of 148.88. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VST have?
526,820 contracts of open interest across 974 listed contracts on Sep 11, 2026, -2.3% 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.