GNW gamma max, delta neutral & open interest levels
As of close · rank #1800 by open interest · snapshot page
GNW closed 4.8% above its gamma max of 9.99. It is 22.6% above the delta neutral price of 8.12. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 15,846, -0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GNW
Where is GNW's gamma max today?
As of Sep 11, 2026, the gamma max for GNW is 9.99, -4.8% from the 10.49 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 GNW above or below its delta neutral price?
GNW closed above delta neutral: 10.49 against a delta neutral price of 8.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GNW have?
15,846 contracts of open interest across 66 listed contracts on Sep 11, 2026, -0.5% 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.