W gamma max, delta neutral & open interest levels
As of close · rank #420 by open interest · 1,379 sessions of history since Dec 1, 2020
W closed 9.7% below its gamma max of 108.14. It is 9.0% above the delta neutral price of 89.72. Total open interest is 206,573, -2.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 20 |
| Open interest percentile (1y) | 63th |
| Open interest change, 5 sessions | -1.3% |
| Open interest change, 21 sessions | +6.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 107.57 vs 118.30 (-10.0%)
- closed above gamma max at 116.08 vs 114.01 (+1.8%)
- closed below gamma max at 93.18 vs 100.98 (-8.4%)
- closed above gamma max at 94.50 vs 85.98 (+9.0%)
- closed below gamma max at 95.63 vs 103.49 (-8.2%)
- closed above gamma max at 94.47 vs 92.88 (+1.7%)
- closed below gamma max at 93.52 vs 95.77 (-2.4%)
- closed above gamma max at 92.79 vs 92.70 (+0.1%)
- closed below gamma max at 85.04 vs 89.17 (-4.9%)
- closed above gamma max at 88.52 vs 87.66 (+1.0%)
In today's screens
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Neighbours by open interest
Questions people ask about W
Where is W's gamma max today?
As of Sep 11, 2026, the gamma max for W is 108.14, +9.7% from the 98.57 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 W above or below its delta neutral price?
W closed above delta neutral: 98.57 against a delta neutral price of 89.72. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does W have?
206,573 contracts of open interest across 894 listed contracts on Sep 11, 2026, -2.6% 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.