WWR gamma max, delta neutral & open interest levels
As of close · rank #1570 by open interest · snapshot page
WWR closed 24.6% above its gamma max of 0.43. It is 42.0% above the delta neutral price of 0.33. Total open interest is 21,539, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about WWR
Where is WWR's gamma max today?
As of Sep 11, 2026, the gamma max for WWR is 0.43, -24.6% from the 0.57 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 WWR above or below its delta neutral price?
WWR closed above delta neutral: 0.57 against a delta neutral price of 0.33. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WWR have?
21,539 contracts of open interest across 35 listed contracts on Sep 11, 2026, +0.1% 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.