HAL gamma max, delta neutral & open interest levels
As of close · rank #212 by open interest · 1,379 sessions of history since Dec 1, 2020
HAL closed 0.5% above its gamma max of 35.65. It is 7.3% above the delta neutral price of 33.23. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 522,527, -0.9% 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 | 21 |
| Delta neutral crosses | 7 |
| Open interest percentile (1y) | 36th |
| Open interest change, 5 sessions | -0.8% |
| Open interest change, 21 sessions | +1.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 35.84 vs 35.65 (+0.5%)
- closed below gamma max at 36.80 vs 37.98 (-3.2%)
- closed above gamma max at 37.07 vs 36.84 (+0.6%)
- closed below gamma max at 37.29 vs 37.78 (-1.3%)
- closed above gamma max at 36.85 vs 35.73 (+3.0%)
- closed above delta neutral at 33.64 vs 32.36 (+3.8%)
- closed below delta neutral at 31.89 vs 31.90 (-0.0%)
- closed above delta neutral at 32.25 vs 31.82 (+1.3%)
- closed below delta neutral at 31.23 vs 31.41 (-0.6%)
- closed below gamma max at 41.67 vs 42.07 (-1.0%)
In today's screens
Neighbours by open interest
Questions people ask about HAL
Where is HAL's gamma max today?
As of Sep 11, 2026, the gamma max for HAL is 35.65, -0.5% from the 35.84 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 HAL above or below its delta neutral price?
HAL closed above delta neutral: 35.84 against a delta neutral price of 33.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HAL have?
522,527 contracts of open interest across 433 listed contracts on Sep 11, 2026, -0.9% 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.