VYM gamma max, delta neutral & open interest levels
As of close · rank #1542 by open interest · snapshot page
VYM closed 5.7% below its gamma max of 172.19. It is 7.8% above the delta neutral price of 150.25. Total open interest is 22,179, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VYM
Where is VYM's gamma max today?
As of Sep 11, 2026, the gamma max for VYM is 172.19, +5.7% from the 162.92 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 VYM above or below its delta neutral price?
VYM closed above delta neutral: 162.92 against a delta neutral price of 150.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VYM have?
22,179 contracts of open interest across 175 listed contracts on Sep 11, 2026, -0.0% 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.