HIG gamma max, delta neutral & open interest levels
As of close · rank #1911 by open interest · snapshot page
HIG closed 10.1% below its gamma max of 150.17. It is 2.0% above the delta neutral price of 133.67. Total open interest is 13,798, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about HIG
Where is HIG's gamma max today?
As of Sep 11, 2026, the gamma max for HIG is 150.17, +10.1% from the 136.36 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 HIG above or below its delta neutral price?
HIG closed above delta neutral: 136.36 against a delta neutral price of 133.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HIG have?
13,798 contracts of open interest across 71 listed contracts on Sep 11, 2026, +0.5% 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.