WFC gamma max, delta neutral & open interest levels
As of close · rank #96 by open interest · 1,379 sessions of history since Dec 1, 2020
WFC closed 4.8% below its gamma max of 94.60. It is 4.5% above the delta neutral price of 86.20. Total open interest is 1,089,288, -1.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 20 |
| Open interest percentile (1y) | 60th |
| Open interest change, 5 sessions | -0.3% |
| Open interest change, 21 sessions | +12.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 86.68 vs 85.65 (+1.2%)
- closed below delta neutral at 83.70 vs 84.90 (-1.4%)
- closed above delta neutral at 81.62 vs 79.68 (+2.4%)
- closed below delta neutral at 78.72 vs 78.85 (-0.2%)
- closed above delta neutral at 79.53 vs 79.14 (+0.5%)
- closed below delta neutral at 79.14 vs 81.01 (-2.4%)
- closed above delta neutral at 80.39 vs 80.14 (+0.3%)
- closed below delta neutral at 79.28 vs 80.08 (-1.0%)
- closed above delta neutral at 81.50 vs 81.34 (+0.2%)
- closed below delta neutral at 79.42 vs 80.08 (-0.8%)
In today's screens
Neighbours by open interest
Questions people ask about WFC
Where is WFC's gamma max today?
As of Sep 11, 2026, the gamma max for WFC is 94.60, +4.8% from the 90.29 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 WFC above or below its delta neutral price?
WFC closed above delta neutral: 90.29 against a delta neutral price of 86.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WFC have?
1,089,288 contracts of open interest across 742 listed contracts on Sep 11, 2026, -1.5% 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.