WES gamma max, delta neutral & open interest levels
As of close · rank #1168 by open interest · snapshot page
WES closed 0.7% below its gamma max of 49.36. It is 6.1% above the delta neutral price of 46.06. Total open interest is 39,438, +0.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about WES
Where is WES's gamma max today?
As of Sep 11, 2026, the gamma max for WES is 49.36, +0.7% from the 49.03 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 WES above or below its delta neutral price?
WES closed above delta neutral: 49.03 against a delta neutral price of 46.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WES have?
39,438 contracts of open interest across 131 listed contracts on Sep 11, 2026, +0.6% 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.