WEAT gamma max, delta neutral & open interest levels
As of close · rank #479 by open interest · 1,379 sessions of history since Dec 1, 2020
WEAT closed 4.1% below its gamma max of 27.32. It is 23.0% above the delta neutral price of 20.23. Total open interest is 171,969, +0.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 18% |
| Gamma max crosses | 38 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 66th |
| Open interest change, 5 sessions | +2.5% |
| Open interest change, 21 sessions | -5.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 27.12 vs 27.46 (-1.3%)
- closed above gamma max at 26.99 vs 26.19 (+2.9%)
- closed below gamma max at 25.38 vs 25.84 (-1.8%)
- closed above gamma max at 25.34 vs 25.23 (+0.4%)
- closed below gamma max at 24.62 vs 24.95 (-1.3%)
- closed above gamma max at 24.50 vs 24.50 (+0.0%)
- closed below gamma max at 24.52 vs 24.97 (-1.8%)
- closed above gamma max at 25.25 vs 24.59 (+2.6%)
- closed below gamma max at 24.92 vs 24.96 (-0.2%)
- closed above gamma max at 24.92 vs 24.91 (+0.0%)
In today's screens
Neighbours by open interest
Questions people ask about WEAT
Where is WEAT's gamma max today?
As of Sep 11, 2026, the gamma max for WEAT is 27.32, +4.1% from the 26.25 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 WEAT above or below its delta neutral price?
WEAT closed above delta neutral: 26.25 against a delta neutral price of 20.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WEAT have?
171,969 contracts of open interest across 170 listed contracts on Sep 11, 2026, +0.5% 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.