VTI gamma max, delta neutral & open interest levels
As of close · rank #1010 by open interest · snapshot page
VTI closed 2.1% below its gamma max of 384.18. It is 6.8% above the delta neutral price of 350.66. Total open interest is 50,380, +0.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VTI
Where is VTI's gamma max today?
As of Sep 11, 2026, the gamma max for VTI is 384.18, +2.1% from the 376.31 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 VTI above or below its delta neutral price?
VTI closed above delta neutral: 376.31 against a delta neutral price of 350.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VTI have?
50,380 contracts of open interest across 624 listed contracts on Sep 11, 2026, +0.7% 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.