HESM gamma max, delta neutral & open interest levels
As of close · rank #1404 by open interest · snapshot page
HESM closed 25.1% below its gamma max of 50.00. It is 3.9% below the delta neutral price of 41.52. Total open interest is 27,513, +9.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about HESM
Where is HESM's gamma max today?
As of Sep 11, 2026, the gamma max for HESM is 50.00, +25.1% from the 39.97 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 HESM above or below its delta neutral price?
HESM closed below delta neutral: 39.97 against a delta neutral price of 41.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HESM have?
27,513 contracts of open interest across 90 listed contracts on Sep 11, 2026, +9.9% 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.