Data through close

WAY gamma max, delta neutral & open interest levels

As of close · rank #1675 by open interest · snapshot page

Interactive chart Download CSV
Close
23.47
prev 23.06
Gamma max
27.57
+17.5% from close
Delta neutral
21.30
-9.2% from close
Gamma neutral
23.47
0.0% from close
Open interest
19,038
+7.8% vs prev
Contracts listed
99
61 calls · 38 puts

WAY closed 17.5% below its gamma max of 27.57. It is 9.2% above the delta neutral price of 21.30. Total open interest is 19,038, +7.8% versus the previous session. What gamma max means · What delta neutral means

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about WAY

Where is WAY's gamma max today?

As of Sep 11, 2026, the gamma max for WAY is 27.57, +17.5% from the 23.47 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 WAY above or below its delta neutral price?

WAY closed above delta neutral: 23.47 against a delta neutral price of 21.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WAY have?

19,038 contracts of open interest across 99 listed contracts on Sep 11, 2026, +7.8% 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.