WPC gamma max, delta neutral & open interest levels
As of close · rank #1865 by open interest · snapshot page
WPC closed 8.6% below its gamma max of 75.03. It is 0.8% above the delta neutral price of 68.55. Total open interest is 14,650, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about WPC
Where is WPC's gamma max today?
As of Sep 11, 2026, the gamma max for WPC is 75.03, +8.6% from the 69.12 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 WPC above or below its delta neutral price?
WPC closed above delta neutral: 69.12 against a delta neutral price of 68.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WPC have?
14,650 contracts of open interest across 50 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.