VXUS gamma max, delta neutral & open interest levels
As of close · rank #1990 by open interest · snapshot page
VXUS closed 4.1% below its gamma max of 90.72. It is 2.4% above the delta neutral price of 85.02. Total open interest is 12,374, -3.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VXUS
Where is VXUS's gamma max today?
As of Sep 11, 2026, the gamma max for VXUS is 90.72, +4.1% from the 87.14 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 VXUS above or below its delta neutral price?
VXUS closed above delta neutral: 87.14 against a delta neutral price of 85.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VXUS have?
12,374 contracts of open interest across 202 listed contracts on Sep 11, 2026, -3.6% 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.