HD gamma max, delta neutral & open interest levels
As of close · rank #386 by open interest · 1,379 sessions of history since Dec 1, 2020
HD closed 17.5% below its gamma max of 362.92. It is 5.6% below the delta neutral price of 326.06. Total open interest is 228,736, -3.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 23 |
| Open interest percentile (1y) | 42th |
| Open interest change, 5 sessions | -3.8% |
| Open interest change, 21 sessions | -7.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 334.49 vs 337.75 (-1.0%)
- closed above delta neutral at 344.30 vs 341.08 (+0.9%)
- closed below delta neutral at 337.49 vs 338.69 (-0.4%)
- closed above delta neutral at 337.88 vs 337.78 (+0.0%)
- closed below delta neutral at 338.86 vs 339.48 (-0.2%)
- closed above delta neutral at 340.02 vs 334.73 (+1.6%)
- closed below delta neutral at 333.35 vs 334.31 (-0.3%)
- closed above delta neutral at 332.98 vs 332.76 (+0.1%)
- closed below delta neutral at 333.04 vs 333.83 (-0.2%)
- closed above delta neutral at 321.14 vs 319.52 (+0.5%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about HD
Where is HD's gamma max today?
As of Sep 11, 2026, the gamma max for HD is 362.92, +17.5% from the 308.74 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 HD above or below its delta neutral price?
HD closed below delta neutral: 308.74 against a delta neutral price of 326.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HD have?
228,736 contracts of open interest across 1,095 listed contracts on Sep 11, 2026, -3.2% 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.