VUZI gamma max, delta neutral & open interest levels
As of close · rank #1309 by open interest · snapshot page
VUZI closed 26.0% above its gamma max of 1.88. It is 79.8% above the delta neutral price of 0.51. Total open interest is 31,511, +0.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VUZI
Where is VUZI's gamma max today?
As of Sep 11, 2026, the gamma max for VUZI is 1.88, -26.0% from the 2.54 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 VUZI above or below its delta neutral price?
VUZI closed above delta neutral: 2.54 against a delta neutral price of 0.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VUZI have?
31,511 contracts of open interest across 69 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.