HCA gamma max, delta neutral & open interest levels
As of close · rank #1089 by open interest · snapshot page
HCA closed 2.0% below its gamma max of 435.55. It is 6.3% above the delta neutral price of 399.86. Total open interest is 44,267, +0.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about HCA
Where is HCA's gamma max today?
As of Sep 11, 2026, the gamma max for HCA is 435.55, +2.0% from the 426.94 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 HCA above or below its delta neutral price?
HCA closed above delta neutral: 426.94 against a delta neutral price of 399.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HCA have?
44,267 contracts of open interest across 645 listed contracts on Sep 11, 2026, +0.7% 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.