WRBY gamma max, delta neutral & open interest levels
As of close · rank #706 by open interest · snapshot page
WRBY closed 15.4% below its gamma max of 28.51. It is 17.9% above the delta neutral price of 20.30. Total open interest is 92,829, -1.5% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about WRBY
Where is WRBY's gamma max today?
As of Sep 11, 2026, the gamma max for WRBY is 28.51, +15.4% from the 24.71 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 WRBY above or below its delta neutral price?
WRBY closed above delta neutral: 24.71 against a delta neutral price of 20.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WRBY have?
92,829 contracts of open interest across 191 listed contracts on Sep 11, 2026, -1.5% 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.