HELP gamma max, delta neutral & open interest levels
As of close · rank #1199 by open interest · snapshot page
HELP closed 77.6% above its gamma max of 2.91. It is 84.3% above the delta neutral price of 2.03. Total open interest is 37,468, +0.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about HELP
Where is HELP's gamma max today?
As of Sep 11, 2026, the gamma max for HELP is 2.91, -77.6% from the 12.97 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 HELP above or below its delta neutral price?
HELP closed above delta neutral: 12.97 against a delta neutral price of 2.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HELP have?
37,468 contracts of open interest across 102 listed contracts on Sep 11, 2026, +0.6% 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.