VZLA gamma max, delta neutral & open interest levels
As of close · rank #355 by open interest · 240 sessions of history since Sep 30, 2025
VZLA closed 8.3% below its gamma max of 4.30. It is 33.6% above the delta neutral price of 2.63. Total open interest is 247,985, -0.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 240 sessions
| Sessions closed above gamma max | 34% |
| Gamma max crosses | 34 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 63th |
| Open interest change, 5 sessions | +5.3% |
| Open interest change, 21 sessions | +20.4% |
| History available | Sep 30, 2025 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 4.09 vs 4.56 (-11.6%)
- closed above gamma max at 4.08 vs 3.68 (+9.7%)
- closed below gamma max at 3.24 vs 3.45 (-6.6%)
- closed above gamma max at 3.20 vs 3.16 (+1.1%)
- closed below gamma max at 3.20 vs 3.82 (-19.5%)
- closed above gamma max at 3.02 vs 2.00 (+33.8%)
- closed below gamma max at 3.13 vs 3.61 (-15.3%)
- closed above gamma max at 3.09 vs 2.75 (+11.1%)
- closed below gamma max at 3.33 vs 3.70 (-11.1%)
- closed above gamma max at 3.30 vs 2.48 (+24.9%)
In today's screens
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Neighbours by open interest
Questions people ask about VZLA
Where is VZLA's gamma max today?
As of Sep 11, 2026, the gamma max for VZLA is 4.30, +8.3% from the 3.97 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 VZLA above or below its delta neutral price?
VZLA closed above delta neutral: 3.97 against a delta neutral price of 2.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VZLA have?
247,985 contracts of open interest across 72 listed contracts on Sep 11, 2026, -0.2% 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.