HELE gamma max, delta neutral & open interest levels
As of close · rank #1664 by open interest · snapshot page
HELE closed 28.7% below its gamma max of 34.49. It is 26.9% above the delta neutral price of 19.60. Total open interest is 19,319, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about HELE
Where is HELE's gamma max today?
As of Sep 11, 2026, the gamma max for HELE is 34.49, +28.7% from the 26.81 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 HELE above or below its delta neutral price?
HELE closed above delta neutral: 26.81 against a delta neutral price of 19.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HELE have?
19,319 contracts of open interest across 112 listed contracts on Sep 11, 2026, +0.3% 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.