WSC gamma max, delta neutral & open interest levels
As of close · rank #785 by open interest · snapshot page
WSC closed 22.9% below its gamma max of 22.93. It is 21.9% above the delta neutral price of 14.57. Total open interest is 77,128, +1.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about WSC
Where is WSC's gamma max today?
As of Sep 11, 2026, the gamma max for WSC is 22.93, +22.9% from the 18.66 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 WSC above or below its delta neutral price?
WSC closed above delta neutral: 18.66 against a delta neutral price of 14.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WSC have?
77,128 contracts of open interest across 92 listed contracts on Sep 11, 2026, +1.7% 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.