GWW gamma max, delta neutral & open interest levels
As of close · rank #1538 by open interest · snapshot page
GWW closed 6.6% below its gamma max of 1,364.88. It is 7.8% above the delta neutral price of 1,180.10. Total open interest is 22,202, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about GWW
Where is GWW's gamma max today?
As of Sep 11, 2026, the gamma max for GWW is 1,364.88, +6.6% from the 1,280.00 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 GWW above or below its delta neutral price?
GWW closed above delta neutral: 1,280.00 against a delta neutral price of 1,180.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does GWW have?
22,202 contracts of open interest across 677 listed contracts on Sep 11, 2026, +0.3% 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.