VWO gamma max, delta neutral & open interest levels
As of close · rank #1323 by open interest · snapshot page
VWO closed right at its gamma max of 60.35. It is 2.2% above the delta neutral price of 59.05. Total open interest is 30,803, +5.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VWO
Where is VWO's gamma max today?
As of Sep 11, 2026, the gamma max for VWO is 60.35, +0.0% from the 60.35 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 VWO above or below its delta neutral price?
VWO closed above delta neutral: 60.35 against a delta neutral price of 59.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VWO have?
30,803 contracts of open interest across 169 listed contracts on Sep 11, 2026, +5.0% 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.