CHWY gamma max, delta neutral & open interest levels
As of close · rank #357 by open interest · 1,379 sessions of history since Dec 1, 2020
CHWY closed 16.9% below its gamma max of 23.89. It is 3.2% below the delta neutral price of 21.10. Total open interest is 247,373, -14.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 30 |
| Open interest percentile (1y) | 74th |
| Open interest change, 5 sessions | +5.0% |
| Open interest change, 21 sessions | +1.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 20.75 vs 21.50 (-3.6%)
- closed below gamma max at 22.82 vs 23.46 (-2.8%)
- closed above gamma max at 22.92 vs 22.57 (+1.5%)
- closed above delta neutral at 19.42 vs 19.21 (+1.1%)
- closed below gamma max at 21.19 vs 22.29 (-5.2%)
- closed above gamma max at 21.25 vs 21.16 (+0.4%)
- closed below delta neutral at 25.42 vs 25.61 (-0.7%)
- closed above delta neutral at 25.96 vs 25.51 (+1.7%)
- closed below delta neutral at 25.22 vs 25.50 (-1.1%)
- closed above delta neutral at 26.02 vs 25.64 (+1.5%)
In today's screens
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Neighbours by open interest
Questions people ask about CHWY
Where is CHWY's gamma max today?
As of Sep 11, 2026, the gamma max for CHWY is 23.89, +16.9% from the 20.44 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 CHWY above or below its delta neutral price?
CHWY closed below delta neutral: 20.44 against a delta neutral price of 21.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CHWY have?
247,373 contracts of open interest across 404 listed contracts on Sep 11, 2026, -14.1% 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.