WDAY gamma max, delta neutral & open interest levels
As of close · rank #428 by open interest · 1,379 sessions of history since Dec 1, 2020
WDAY closed 14.0% below its gamma max of 211.79. It is 14.0% above the delta neutral price of 159.67. Total open interest is 202,168, -1.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 27 |
| Open interest percentile (1y) | 96th |
| Open interest change, 5 sessions | -1.4% |
| Open interest change, 21 sessions | +19.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 198.68 vs 212.31 (-6.9%)
- closed above gamma max at 206.45 vs 200.78 (+2.7%)
- closed below gamma max at 168.01 vs 173.44 (-3.2%)
- closed above gamma max at 159.69 vs 157.53 (+1.4%)
- closed above delta neutral at 135.34 vs 135.12 (+0.2%)
- closed below delta neutral at 132.42 vs 136.47 (-3.1%)
- closed above delta neutral at 135.40 vs 130.42 (+3.7%)
- closed below delta neutral at 130.53 vs 134.76 (-3.2%)
- closed above delta neutral at 130.04 vs 128.54 (+1.2%)
- closed below delta neutral at 121.85 vs 127.92 (-5.0%)
In today's screens
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Neighbours by open interest
Questions people ask about WDAY
Where is WDAY's gamma max today?
As of Sep 11, 2026, the gamma max for WDAY is 211.79, +14.0% from the 185.70 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 WDAY above or below its delta neutral price?
WDAY closed above delta neutral: 185.70 against a delta neutral price of 159.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WDAY have?
202,168 contracts of open interest across 750 listed contracts on Sep 11, 2026, -1.4% 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.