WHR gamma max, delta neutral & open interest levels
As of close · rank #422 by open interest · 1,379 sessions of history since Dec 1, 2020
WHR closed 41.3% below its gamma max of 49.74. It is 9.8% below the delta neutral price of 38.65. Total open interest is 205,565, +3.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 23 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +10.3% |
| Open interest change, 21 sessions | +4.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 37.94 vs 40.21 (-6.0%)
- closed above delta neutral at 41.15 vs 40.26 (+2.2%)
- closed below delta neutral at 40.14 vs 40.33 (-0.5%)
- closed above delta neutral at 40.72 vs 40.72 (+0.0%)
- closed below delta neutral at 39.59 vs 40.25 (-1.7%)
- closed above delta neutral at 39.22 vs 38.48 (+1.9%)
- closed below delta neutral at 38.07 vs 38.28 (-0.6%)
- closed above delta neutral at 38.45 vs 38.44 (+0.0%)
- closed below delta neutral at 38.24 vs 39.68 (-3.8%)
- closed above delta neutral at 39.89 vs 39.63 (+0.7%)
In today's screens
Neighbours by open interest
Questions people ask about WHR
Where is WHR's gamma max today?
As of Sep 11, 2026, the gamma max for WHR is 49.74, +41.3% from the 35.21 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 WHR above or below its delta neutral price?
WHR closed below delta neutral: 35.21 against a delta neutral price of 38.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WHR have?
205,565 contracts of open interest across 610 listed contracts on Sep 11, 2026, +3.6% 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.