WDC gamma max, delta neutral & open interest levels
As of close · rank #251 by open interest · 1,379 sessions of history since Dec 1, 2020
WDC closed 34.4% below its gamma max of 601.19. It is 9.5% above the delta neutral price of 404.87. Total open interest is 433,325, -5.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 10% |
| Gamma max crosses | 28 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 79th |
| Open interest change, 5 sessions | -5.6% |
| Open interest change, 21 sessions | -9.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 712.13 vs 723.83 (-1.6%)
- closed above gamma max at 653.53 vs 618.75 (+5.3%)
- closed below gamma max at 530.60 vs 536.26 (-1.1%)
- closed above gamma max at 524.65 vs 522.32 (+0.4%)
- closed below gamma max at 488.87 vs 530.21 (-8.5%)
- closed above gamma max at 515.10 vs 514.24 (+0.2%)
- closed below gamma max at 374.11 vs 391.99 (-4.8%)
- closed above gamma max at 366.22 vs 363.28 (+0.8%)
- closed below gamma max at 269.41 vs 294.54 (-9.3%)
- closed above gamma max at 290.24 vs 288.59 (+0.6%)
In today's screens
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Neighbours by open interest
Questions people ask about WDC
Where is WDC's gamma max today?
As of Sep 11, 2026, the gamma max for WDC is 601.19, +34.4% from the 447.18 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 WDC above or below its delta neutral price?
WDC closed above delta neutral: 447.18 against a delta neutral price of 404.87. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WDC have?
433,325 contracts of open interest across 2,819 listed contracts on Sep 11, 2026, -5.6% 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.