WMB gamma max, delta neutral & open interest levels
As of close · rank #286 by open interest · 1,379 sessions of history since Dec 1, 2020
WMB closed 11.6% below its gamma max of 81.30. It is 3.5% above the delta neutral price of 70.28. Total open interest is 357,810, -10.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 20 |
| Delta neutral crosses | 8 |
| Open interest percentile (1y) | 87th |
| Open interest change, 5 sessions | -10.3% |
| Open interest change, 21 sessions | -8.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 73.27 vs 70.59 (+3.7%)
- closed below delta neutral at 71.23 vs 71.58 (-0.5%)
- closed above delta neutral at 71.86 vs 71.78 (+0.1%)
- closed below delta neutral at 71.47 vs 72.27 (-1.1%)
- closed below gamma max at 75.77 vs 76.27 (-0.7%)
- closed above gamma max at 76.20 vs 75.55 (+0.9%)
- closed below gamma max at 74.72 vs 75.09 (-0.5%)
- closed above gamma max at 74.77 vs 74.65 (+0.2%)
- closed below gamma max at 73.50 vs 73.98 (-0.7%)
- closed above gamma max at 72.98 vs 71.66 (+1.8%)
In today's screens
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Neighbours by open interest
Questions people ask about WMB
Where is WMB's gamma max today?
As of Sep 11, 2026, the gamma max for WMB is 81.30, +11.6% from the 72.85 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 WMB above or below its delta neutral price?
WMB closed above delta neutral: 72.85 against a delta neutral price of 70.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WMB have?
357,810 contracts of open interest across 339 listed contracts on Sep 11, 2026, -10.4% 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.