Data through close

WGS gamma max, delta neutral & open interest levels

As of close · rank #1871 by open interest · snapshot page

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Close
85.26
prev 83.96
Gamma max
85.71
+0.5% from close
Delta neutral
45.78
-46.3% from close
Gamma neutral
31.50
-63.1% from close
Open interest
14,568
-4.4% vs prev
Contracts listed
493
284 calls · 209 puts

WGS closed 0.5% below its gamma max of 85.71. It is 46.3% above the delta neutral price of 45.78. Total open interest is 14,568, -4.4% versus the previous session. What gamma max means · What delta neutral means

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Neighbours by open interest

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Questions people ask about WGS

Where is WGS's gamma max today?

As of Sep 11, 2026, the gamma max for WGS is 85.71, +0.5% from the 85.26 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 WGS above or below its delta neutral price?

WGS closed above delta neutral: 85.26 against a delta neutral price of 45.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does WGS have?

14,568 contracts of open interest across 493 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.