WYNN gamma max, delta neutral & open interest levels
As of close · rank #340 by open interest · 1,379 sessions of history since Dec 1, 2020
WYNN closed 31.7% below its gamma max of 115.47. It is 5.2% below the delta neutral price of 92.27. Total open interest is 264,954, -2.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 1 |
| Open interest percentile (1y) | 28th |
| Open interest change, 5 sessions | -1.4% |
| Open interest change, 21 sessions | -8.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 91.28 vs 92.75 (-1.6%)
- closed below gamma max at 126.51 vs 134.49 (-6.3%)
- closed above gamma max at 125.44 vs 120.91 (+3.6%)
- closed below gamma max at 126.25 vs 128.93 (-2.1%)
- closed above gamma max at 125.51 vs 124.12 (+1.1%)
- closed below gamma max at 126.04 vs 127.32 (-1.0%)
- closed above gamma max at 127.47 vs 124.91 (+2.0%)
- closed below gamma max at 126.05 vs 129.44 (-2.7%)
- closed above gamma max at 129.52 vs 126.12 (+2.6%)
- closed below gamma max at 122.89 vs 128.28 (-4.4%)
In today's screens
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Neighbours by open interest
Questions people ask about WYNN
Where is WYNN's gamma max today?
As of Sep 11, 2026, the gamma max for WYNN is 115.47, +31.7% from the 87.70 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 WYNN above or below its delta neutral price?
WYNN closed below delta neutral: 87.70 against a delta neutral price of 92.27. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does WYNN have?
264,954 contracts of open interest across 702 listed contracts on Sep 11, 2026, -2.1% 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.