VXX gamma max, delta neutral & open interest levels
As of close · rank #279 by open interest · 1,375 sessions of history since Dec 1, 2020
VXX closed 14.7% below its gamma max of 20.65. It is 1.1% above the delta neutral price of 17.81. Total open interest is 370,300, -15.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 49 |
| Open interest percentile (1y) | 90th |
| Open interest change, 5 sessions | -11.0% |
| Open interest change, 21 sessions | -4.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 17.99 vs 17.87 (+0.6%)
- closed below delta neutral at 18.02 vs 18.25 (-1.3%)
- closed above delta neutral at 18.55 vs 18.39 (+0.9%)
- closed below delta neutral at 19.05 vs 19.07 (-0.1%)
- closed above delta neutral at 19.65 vs 19.61 (+0.2%)
- closed below delta neutral at 20.23 vs 20.60 (-1.8%)
- closed above delta neutral at 21.45 vs 21.41 (+0.2%)
- closed below delta neutral at 20.85 vs 21.29 (-2.1%)
- closed above delta neutral at 21.78 vs 21.42 (+1.6%)
- closed below delta neutral at 21.58 vs 21.59 (-0.0%)
In today's screens
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Neighbours by open interest
Questions people ask about VXX
Where is VXX's gamma max today?
As of Sep 11, 2026, the gamma max for VXX is 20.65, +14.7% from the 18.01 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 VXX above or below its delta neutral price?
VXX closed above delta neutral: 18.01 against a delta neutral price of 17.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VXX have?
370,300 contracts of open interest across 831 listed contracts on Sep 11, 2026, -15.7% 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.