HALO gamma max, delta neutral & open interest levels
As of close · rank #1698 by open interest · snapshot page
HALO closed 1.1% above its gamma max of 106.03. It is 31.6% above the delta neutral price of 73.31. Total open interest is 18,367, +4.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about HALO
Where is HALO's gamma max today?
As of Sep 11, 2026, the gamma max for HALO is 106.03, -1.1% from the 107.20 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 HALO above or below its delta neutral price?
HALO closed above delta neutral: 107.20 against a delta neutral price of 73.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HALO have?
18,367 contracts of open interest across 145 listed contracts on Sep 11, 2026, +4.5% 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.