WGO gamma max, delta neutral & open interest levels
As of close · rank #1968 by open interest · snapshot page
WGO closed 21.4% below its gamma max of 34.29. It is 1.3% below the delta neutral price of 28.61. Total open interest is 12,875, -0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about WGO
Where is WGO's gamma max today?
As of Sep 11, 2026, the gamma max for WGO is 34.29, +21.4% from the 28.25 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 WGO above or below its delta neutral price?
WGO closed below delta neutral: 28.25 against a delta neutral price of 28.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WGO have?
12,875 contracts of open interest across 92 listed contracts on Sep 11, 2026, -0.2% 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.