VZ gamma max, delta neutral & open interest levels
As of close · rank #94 by open interest · 1,379 sessions of history since Dec 1, 2020
VZ closed 2.2% below its gamma max of 51.72. It is 6.0% above the delta neutral price of 47.57. Total open interest is 1,101,583, -3.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 20 |
| Delta neutral crosses | 22 |
| Open interest percentile (1y) | 46th |
| Open interest change, 5 sessions | -3.1% |
| Open interest change, 21 sessions | -5.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 49.43 vs 50.40 (-2.0%)
- closed above gamma max at 50.15 vs 49.93 (+0.4%)
- closed below gamma max at 47.22 vs 48.26 (-2.2%)
- closed above gamma max at 48.19 vs 47.80 (+0.8%)
- closed above delta neutral at 43.88 vs 43.37 (+1.2%)
- closed below delta neutral at 44.10 vs 44.90 (-1.8%)
- closed above delta neutral at 45.41 vs 45.01 (+0.9%)
- closed below delta neutral at 45.87 vs 46.03 (-0.3%)
- closed above delta neutral at 45.37 vs 45.29 (+0.2%)
- closed below delta neutral at 44.87 vs 45.17 (-0.7%)
In today's screens
Neighbours by open interest
Questions people ask about VZ
Where is VZ's gamma max today?
As of Sep 11, 2026, the gamma max for VZ is 51.72, +2.2% from the 50.61 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 VZ above or below its delta neutral price?
VZ closed above delta neutral: 50.61 against a delta neutral price of 47.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VZ have?
1,101,583 contracts of open interest across 477 listed contracts on Sep 11, 2026, -3.9% 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.