Data through close

KWEB gamma max, delta neutral & open interest levels

As of close · rank #36 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
24.60
prev 24.44
Gamma max
28.57
+16.2% from close
Delta neutral
25.59
+4.0% from close
Gamma neutral
24.91
+1.2% from close
Open interest
2,673,140
-2.3% vs prev
Contracts listed
545
330 calls · 222 puts

KWEB closed 16.2% below its gamma max of 28.57. It is 4.0% below the delta neutral price of 25.59. Total open interest is 2,673,140, -2.3% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max0%
Gamma max crosses0
Delta neutral crosses25
Open interest percentile (1y)11th
Open interest change, 5 sessions+7.5%
Open interest change, 21 sessions-1.2%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below delta neutral at 26.69 vs 27.08 (-1.5%)
  2. closed above delta neutral at 27.22 vs 26.71 (+1.9%)
  3. closed below delta neutral at 26.95 vs 27.05 (-0.4%)
  4. closed above delta neutral at 27.01 vs 26.90 (+0.4%)
  5. closed below delta neutral at 26.85 vs 27.11 (-1.0%)
  6. closed above delta neutral at 25.59 vs 25.24 (+1.3%)
  7. closed below delta neutral at 27.13 vs 27.24 (-0.4%)
  8. closed above delta neutral at 28.33 vs 27.45 (+3.1%)
  9. closed below delta neutral at 28.12 vs 28.20 (-0.3%)
  10. closed above delta neutral at 28.01 vs 28.00 (+0.0%)

In today's screens

Neighbours by open interest

Questions people ask about KWEB

Where is KWEB's gamma max today?

As of Sep 11, 2026, the gamma max for KWEB is 28.57, +16.2% from the 24.60 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 KWEB above or below its delta neutral price?

KWEB closed below delta neutral: 24.60 against a delta neutral price of 25.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does KWEB have?

2,673,140 contracts of open interest across 545 listed contracts on Sep 11, 2026, -2.3% 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.