VUG gamma max, delta neutral & open interest levels
As of close · rank #998 by open interest · snapshot page
VUG closed 2.0% below its gamma max of 89.80. It is 8.1% above the delta neutral price of 80.86. Total open interest is 51,541, +1.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VUG
Where is VUG's gamma max today?
As of Sep 11, 2026, the gamma max for VUG is 89.80, +2.0% from the 88.02 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 VUG above or below its delta neutral price?
VUG closed above delta neutral: 88.02 against a delta neutral price of 80.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VUG have?
51,541 contracts of open interest across 283 listed contracts on Sep 11, 2026, +1.4% 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.