VTR gamma max, delta neutral & open interest levels
As of close · rank #2092 by open interest · snapshot page
VTR closed 5.6% below its gamma max of 95.03. It is 8.8% above the delta neutral price of 82.05. Total open interest is 10,801, +0.1% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about VTR
Where is VTR's gamma max today?
As of Sep 11, 2026, the gamma max for VTR is 95.03, +5.6% from the 89.99 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 VTR above or below its delta neutral price?
VTR closed above delta neutral: 89.99 against a delta neutral price of 82.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VTR have?
10,801 contracts of open interest across 143 listed contracts on Sep 11, 2026, +0.1% 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.