Data through close

HDB gamma max, delta neutral & open interest levels

As of close · rank #1296 by open interest · snapshot page

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Close
23.34
prev 21.84
Gamma max
26.48
+13.4% from close
Delta neutral
22.52
-3.5% from close
Gamma neutral
23.34
0.0% from close
Open interest
32,230
+0.7% vs prev
Contracts listed
50
32 calls · 21 puts

HDB closed 13.4% below its gamma max of 26.48. It is 3.5% above the delta neutral price of 22.52. Total open interest is 32,230, +0.7% versus the previous session. What gamma max means · What delta neutral means

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Neighbours by open interest

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Questions people ask about HDB

Where is HDB's gamma max today?

As of Sep 11, 2026, the gamma max for HDB is 26.48, +13.4% from the 23.34 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 HDB above or below its delta neutral price?

HDB closed above delta neutral: 23.34 against a delta neutral price of 22.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HDB have?

32,230 contracts of open interest across 50 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.