VYX gamma max, delta neutral & open interest levels
As of close · rank #684 by open interest · snapshot page
VYX closed 8.7% below its gamma max of 9.29. It is 53.7% above the delta neutral price of 3.95. Total open interest is 96,686, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VYX
Where is VYX's gamma max today?
As of Sep 11, 2026, the gamma max for VYX is 9.29, +8.7% from the 8.55 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 VYX above or below its delta neutral price?
VYX closed above delta neutral: 8.55 against a delta neutral price of 3.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VYX have?
96,686 contracts of open interest across 50 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.