GWRE gamma max, delta neutral & open interest levels
As of close · rank #1678 by open interest · snapshot page
GWRE closed 30.8% below its gamma max of 184.36. It is 1.9% below the delta neutral price of 143.67. Total open interest is 18,984, +0.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GWRE
Where is GWRE's gamma max today?
As of Sep 11, 2026, the gamma max for GWRE is 184.36, +30.8% from the 140.92 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 GWRE above or below its delta neutral price?
GWRE closed below delta neutral: 140.92 against a delta neutral price of 143.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GWRE have?
18,984 contracts of open interest across 364 listed contracts on Sep 11, 2026, +0.9% 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.