WTI gamma max, delta neutral & open interest levels
As of close · rank #1041 by open interest · snapshot page
WTI closed 3.7% below its gamma max of 4.26. It is 40.7% above the delta neutral price of 2.44. Total open interest is 47,279, +2.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about WTI
Where is WTI's gamma max today?
As of Sep 11, 2026, the gamma max for WTI is 4.26, +3.7% from the 4.11 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 WTI above or below its delta neutral price?
WTI closed above delta neutral: 4.11 against a delta neutral price of 2.44. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WTI have?
47,279 contracts of open interest across 89 listed contracts on Sep 11, 2026, +2.2% 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.