HCC gamma max, delta neutral & open interest levels
As of close · rank #1739 by open interest · snapshot page
HCC closed 54.4% below its gamma max of 150.91. It is 0.9% below the delta neutral price of 98.64. Total open interest is 17,276, +1.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about HCC
Where is HCC's gamma max today?
As of Sep 11, 2026, the gamma max for HCC is 150.91, +54.4% from the 97.77 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 HCC above or below its delta neutral price?
HCC closed below delta neutral: 97.77 against a delta neutral price of 98.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HCC have?
17,276 contracts of open interest across 154 listed contracts on Sep 11, 2026, +1.8% 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.