WAL gamma max, delta neutral & open interest levels
As of close · rank #1528 by open interest · snapshot page
WAL closed 21.7% below its gamma max of 96.48. It is 0.3% below the delta neutral price of 79.54. Total open interest is 22,493, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about WAL
Where is WAL's gamma max today?
As of Sep 11, 2026, the gamma max for WAL is 96.48, +21.7% from the 79.29 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 WAL above or below its delta neutral price?
WAL closed below delta neutral: 79.29 against a delta neutral price of 79.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WAL have?
22,493 contracts of open interest across 252 listed contracts on Sep 11, 2026, -0.0% 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.