WOLF gamma max, delta neutral & open interest levels
As of close · rank #204 by open interest · 1,167 sessions of history since Oct 4, 2021
WOLF closed 46.1% below its gamma max of 37.87. It is 0.7% above the delta neutral price of 25.73. Total open interest is 548,162, -0.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 10% |
| Gamma max crosses | 24 |
| Delta neutral crosses | 20 |
| Open interest percentile (1y) | 90th |
| Open interest change, 5 sessions | +1.2% |
| Open interest change, 21 sessions | +17.1% |
| History available | Oct 4, 2021 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 25.92 vs 25.73 (+0.7%)
- closed below delta neutral at 25.17 vs 25.54 (-1.5%)
- closed above delta neutral at 26.86 vs 25.53 (+4.9%)
- closed below delta neutral at 24.77 vs 25.94 (-4.7%)
- closed above delta neutral at 27.09 vs 24.23 (+10.5%)
- closed below delta neutral at 25.96 vs 27.48 (-5.8%)
- closed above delta neutral at 29.89 vs 27.15 (+9.2%)
- closed below delta neutral at 31.14 vs 31.53 (-1.3%)
- closed below gamma max at 53.09 vs 55.66 (-4.8%)
- closed above gamma max at 57.07 vs 52.55 (+7.9%)
In today's screens
Neighbours by open interest
Questions people ask about WOLF
Where is WOLF's gamma max today?
As of Sep 11, 2026, the gamma max for WOLF is 37.87, +46.1% from the 25.92 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 WOLF above or below its delta neutral price?
WOLF closed above delta neutral: 25.92 against a delta neutral price of 25.73. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WOLF have?
548,162 contracts of open interest across 673 listed contracts on Sep 11, 2026, -0.6% 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.