WM gamma max, delta neutral & open interest levels
As of close · rank #1013 by open interest · snapshot page
WM closed 11.4% below its gamma max of 237.73. It is 3.8% below the delta neutral price of 221.49. Total open interest is 49,918, -0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about WM
Where is WM's gamma max today?
As of Sep 11, 2026, the gamma max for WM is 237.73, +11.4% from the 213.46 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 WM above or below its delta neutral price?
WM closed below delta neutral: 213.46 against a delta neutral price of 221.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WM have?
49,918 contracts of open interest across 403 listed contracts on Sep 11, 2026, -0.5% 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.