HE gamma max, delta neutral & open interest levels
As of close · rank #616 by open interest · 1,379 sessions of history since Dec 1, 2020
HE closed 43.6% below its gamma max of 14.90. It is 1.5% below the delta neutral price of 10.54. Total open interest is 112,680, +0.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 9% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 3 |
| Open interest percentile (1y) | 9th |
| Open interest change, 5 sessions | +2.1% |
| Open interest change, 21 sessions | -1.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 10.38 vs 10.54 (-1.5%)
- closed above delta neutral at 10.47 vs 9.68 (+7.6%)
- closed below delta neutral at 10.33 vs 10.37 (-0.4%)
- closed below gamma max at 15.79 vs 16.25 (-2.9%)
- closed above gamma max at 15.15 vs 15.04 (+0.7%)
- closed below gamma max at 15.27 vs 15.42 (-1.0%)
- closed above gamma max at 15.71 vs 15.34 (+2.3%)
- closed below gamma max at 15.68 vs 16.38 (-4.5%)
- closed above gamma max at 15.78 vs 15.00 (+4.9%)
- closed below gamma max at 16.82 vs 18.83 (-12.0%)
In today's screens
Neighbours by open interest
Questions people ask about HE
Where is HE's gamma max today?
As of Sep 11, 2026, the gamma max for HE is 14.90, +43.6% from the 10.38 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 HE above or below its delta neutral price?
HE closed below delta neutral: 10.38 against a delta neutral price of 10.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HE have?
112,680 contracts of open interest across 72 listed contracts on Sep 11, 2026, +0.4% 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.