WSM gamma max, delta neutral & open interest levels
As of close · rank #1709 by open interest · snapshot page
WSM closed 18.5% below its gamma max of 268.00. It is 1.0% above the delta neutral price of 224.05. Total open interest is 18,025, +0.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about WSM
Where is WSM's gamma max today?
As of Sep 11, 2026, the gamma max for WSM is 268.00, +18.5% from the 226.23 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 WSM above or below its delta neutral price?
WSM closed above delta neutral: 226.23 against a delta neutral price of 224.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WSM have?
18,025 contracts of open interest across 418 listed contracts on Sep 11, 2026, +0.7% 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.