Data through close

HAS gamma max, delta neutral & open interest levels

As of close · rank #1605 by open interest · snapshot page

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Close
91.54
prev 90.16
Gamma max
95.43
+4.2% from close
Delta neutral
87.49
-4.4% from close
Gamma neutral
83.14
-9.2% from close
Open interest
20,674
-0.0% vs prev
Contracts listed
299
166 calls · 143 puts

HAS closed 4.2% below its gamma max of 95.43. It is 4.4% above the delta neutral price of 87.49. Total open interest is 20,674, -0.0% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about HAS

Where is HAS's gamma max today?

As of Sep 11, 2026, the gamma max for HAS is 95.43, +4.2% from the 91.54 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 HAS above or below its delta neutral price?

HAS closed above delta neutral: 91.54 against a delta neutral price of 87.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HAS have?

20,674 contracts of open interest across 299 listed contracts on Sep 11, 2026, -0.0% 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.