WBD gamma max, delta neutral & open interest levels
As of close · rank #34 by open interest · 1,037 sessions of history since Apr 11, 2022
WBD closed 7.3% below its gamma max of 30.09. It is 0.4% above the delta neutral price of 27.93. Total open interest is 3,082,141, +0.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 8% |
| Gamma max crosses | 19 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +4.1% |
| Open interest change, 21 sessions | +6.4% |
| History available | Apr 11, 2022 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 28.04 vs 27.93 (+0.4%)
- closed below delta neutral at 28.12 vs 28.16 (-0.1%)
- closed below gamma max at 28.53 vs 29.16 (-2.2%)
- closed above gamma max at 28.48 vs 28.32 (+0.6%)
- closed above delta neutral at 27.65 vs 27.25 (+1.4%)
- closed below delta neutral at 27.14 vs 27.39 (-0.9%)
- closed above delta neutral at 27.44 vs 27.41 (+0.1%)
- closed below delta neutral at 27.81 vs 27.88 (-0.2%)
- closed below gamma max at 29.71 vs 30.05 (-1.1%)
- closed above gamma max at 26.08 vs 25.12 (+3.7%)
In today's screens
Neighbours by open interest
Questions people ask about WBD
Where is WBD's gamma max today?
As of Sep 11, 2026, the gamma max for WBD is 30.09, +7.3% from the 28.04 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 WBD above or below its delta neutral price?
WBD closed above delta neutral: 28.04 against a delta neutral price of 27.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WBD have?
3,082,141 contracts of open interest across 478 listed contracts on Sep 11, 2026, +0.9% 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.