WPM gamma max, delta neutral & open interest levels
As of close · rank #534 by open interest · 1,379 sessions of history since Dec 1, 2020
WPM closed 12.0% below its gamma max of 172.69. It is 2.7% above the delta neutral price of 149.97. Total open interest is 144,056, -0.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 16 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +12.6% |
| Open interest change, 21 sessions | +31.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 150.25 vs 154.60 (-2.9%)
- closed above gamma max at 147.43 vs 146.02 (+1.0%)
- closed below gamma max at 134.20 vs 148.17 (-10.4%)
- closed above gamma max at 125.30 vs 122.29 (+2.4%)
- closed above delta neutral at 115.41 vs 114.44 (+0.8%)
- closed below delta neutral at 122.57 vs 123.68 (-0.9%)
- closed above delta neutral at 123.94 vs 122.36 (+1.3%)
- closed below delta neutral at 116.23 vs 121.92 (-4.9%)
- closed above delta neutral at 126.46 vs 125.81 (+0.5%)
- closed below delta neutral at 124.89 vs 125.42 (-0.4%)
In today's screens
Neighbours by open interest
Questions people ask about WPM
Where is WPM's gamma max today?
As of Sep 11, 2026, the gamma max for WPM is 172.69, +12.0% from the 154.12 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 WPM above or below its delta neutral price?
WPM closed above delta neutral: 154.12 against a delta neutral price of 149.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WPM have?
144,056 contracts of open interest across 667 listed contracts on Sep 11, 2026, -0.9% 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.