ZVRA gamma max, delta neutral & open interest levels
As of close · rank #880 by open interest · snapshot page
ZVRA closed 6.8% below its gamma max of 12.83. It is 22.5% above the delta neutral price of 9.31. Total open interest is 65,343, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ZVRA
Where is ZVRA's gamma max today?
As of Sep 11, 2026, the gamma max for ZVRA is 12.83, +6.8% from the 12.01 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 ZVRA above or below its delta neutral price?
ZVRA closed above delta neutral: 12.01 against a delta neutral price of 9.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ZVRA have?
65,343 contracts of open interest across 159 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.