WMT gamma max, delta neutral & open interest levels
As of close · rank #88 by open interest · 1,379 sessions of history since Dec 1, 2020
WMT closed 4.7% below its gamma max of 112.15. It is 1.1% above the delta neutral price of 105.99. Total open interest is 1,176,350, -4.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 20 |
| Open interest percentile (1y) | 96th |
| Open interest change, 5 sessions | -6.1% |
| Open interest change, 21 sessions | +8.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 105.73 vs 105.35 (+0.4%)
- closed below delta neutral at 105.83 vs 106.01 (-0.2%)
- closed above delta neutral at 105.92 vs 104.95 (+0.9%)
- closed below delta neutral at 105.38 vs 105.79 (-0.4%)
- closed above delta neutral at 106.49 vs 106.36 (+0.1%)
- closed below delta neutral at 103.84 vs 112.61 (-8.4%)
- closed above delta neutral at 112.66 vs 112.50 (+0.1%)
- closed below delta neutral at 112.07 vs 112.50 (-0.4%)
- closed above delta neutral at 112.34 vs 111.94 (+0.4%)
- closed below delta neutral at 111.09 vs 111.83 (-0.7%)
In today's screens
Neighbours by open interest
Questions people ask about WMT
Where is WMT's gamma max today?
As of Sep 11, 2026, the gamma max for WMT is 112.15, +4.7% from the 107.15 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 WMT above or below its delta neutral price?
WMT closed above delta neutral: 107.15 against a delta neutral price of 105.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WMT have?
1,176,350 contracts of open interest across 817 listed contracts on Sep 11, 2026, -4.7% 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.