VTRS gamma max, delta neutral & open interest levels
As of close · rank #578 by open interest · 1,379 sessions of history since Dec 1, 2020
VTRS closed 44.9% above its gamma max of 9.10. It is 46.8% above the delta neutral price of 8.78. Total open interest is 125,469, +1.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 55% |
| Gamma max crosses | 66 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 17th |
| Open interest change, 5 sessions | +0.1% |
| Open interest change, 21 sessions | -14.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 16.88 vs 8.63 (+48.9%)
- closed below gamma max at 16.63 vs 17.94 (-7.8%)
- closed above gamma max at 16.12 vs 9.47 (+41.3%)
- closed below gamma max at 16.25 vs 18.82 (-15.8%)
- closed above gamma max at 16.23 vs 8.75 (+46.1%)
- closed below gamma max at 16.28 vs 19.95 (-22.6%)
- closed above gamma max at 16.28 vs 9.12 (+44.0%)
- closed below gamma max at 16.43 vs 19.31 (-17.6%)
- closed above gamma max at 16.29 vs 7.58 (+53.5%)
- closed below gamma max at 17.86 vs 19.79 (-10.8%)
In today's screens
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Neighbours by open interest
Questions people ask about VTRS
Where is VTRS's gamma max today?
As of Sep 11, 2026, the gamma max for VTRS is 9.10, -44.9% from the 16.51 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 VTRS above or below its delta neutral price?
VTRS closed above delta neutral: 16.51 against a delta neutral price of 8.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VTRS have?
125,469 contracts of open interest across 107 listed contracts on Sep 11, 2026, +1.0% 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.