WIT gamma max, delta neutral & open interest levels
As of close · rank #2142 by open interest · snapshot page
WIT closed 71.9% below its gamma max of 2.91. It is 26.2% below the delta neutral price of 2.13. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 10,159, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about WIT
Where is WIT's gamma max today?
As of Sep 11, 2026, the gamma max for WIT is 2.91, +71.9% from the 1.69 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 WIT above or below its delta neutral price?
WIT closed below delta neutral: 1.69 against a delta neutral price of 2.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WIT have?
10,159 contracts of open interest across 30 listed contracts on Sep 11, 2026, +0.1% 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.