WEN gamma max, delta neutral & open interest levels
As of close · rank #287 by open interest · 1,379 sessions of history since Dec 1, 2020
WEN closed 12.9% below its gamma max of 8.61. It is 17.3% above the delta neutral price of 6.31. Total open interest is 353,785, +0.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 23 |
| Open interest percentile (1y) | 71th |
| Open interest change, 5 sessions | -0.6% |
| Open interest change, 21 sessions | -38.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 7.82 vs 8.91 (-14.0%)
- closed above gamma max at 9.12 vs 9.03 (+1.0%)
- closed below gamma max at 8.84 vs 8.91 (-0.8%)
- closed above gamma max at 9.01 vs 8.69 (+3.5%)
- closed below gamma max at 8.93 vs 9.12 (-2.1%)
- closed above gamma max at 8.64 vs 8.04 (+7.0%)
- closed above delta neutral at 7.86 vs 7.05 (+10.3%)
- closed below delta neutral at 6.80 vs 7.34 (-7.9%)
- closed above delta neutral at 6.95 vs 6.79 (+2.4%)
- closed below delta neutral at 6.85 vs 7.14 (-4.2%)
In today's screens
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Neighbours by open interest
Questions people ask about WEN
Where is WEN's gamma max today?
As of Sep 11, 2026, the gamma max for WEN is 8.61, +12.9% from the 7.63 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 WEN above or below its delta neutral price?
WEN closed above delta neutral: 7.63 against a delta neutral price of 6.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WEN have?
353,785 contracts of open interest across 248 listed contracts on Sep 11, 2026, +0.0% 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.