WY gamma max, delta neutral & open interest levels
As of close · rank #973 by open interest · snapshot page
WY closed 21.7% below its gamma max of 26.85. It is 4.8% below the delta neutral price of 23.12. Total open interest is 54,826, +2.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about WY
Where is WY's gamma max today?
As of Sep 11, 2026, the gamma max for WY is 26.85, +21.7% from the 22.06 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 WY above or below its delta neutral price?
WY closed below delta neutral: 22.06 against a delta neutral price of 23.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WY have?
54,826 contracts of open interest across 122 listed contracts on Sep 11, 2026, +2.3% 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.