WELL gamma max, delta neutral & open interest levels
As of close · rank #1031 by open interest · snapshot page
WELL closed 5.1% below its gamma max of 247.56. It is 4.9% above the delta neutral price of 224.13. Total open interest is 48,167, +4.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about WELL
Where is WELL's gamma max today?
As of Sep 11, 2026, the gamma max for WELL is 247.56, +5.1% from the 235.62 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 WELL above or below its delta neutral price?
WELL closed above delta neutral: 235.62 against a delta neutral price of 224.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WELL have?
48,167 contracts of open interest across 262 listed contracts on Sep 11, 2026, +4.4% 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.