VSXY gamma max, delta neutral & open interest levels
As of close · rank #1264 by open interest · snapshot page
VSXY closed 19.7% below its gamma max of 90.59. It is 35.7% above the delta neutral price of 48.68. Total open interest is 33,918, -1.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VSXY
Where is VSXY's gamma max today?
As of Sep 11, 2026, the gamma max for VSXY is 90.59, +19.7% from the 75.65 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 VSXY above or below its delta neutral price?
VSXY closed above delta neutral: 75.65 against a delta neutral price of 48.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VSXY have?
33,918 contracts of open interest across 348 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.