HLF gamma max, delta neutral & open interest levels
As of close · rank #559 by open interest · 1,379 sessions of history since Dec 1, 2020
HLF closed 0.8% below its gamma max of 12.12. It is 42.1% above the delta neutral price of 6.96. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 134,848, -1.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 51% |
| Gamma max crosses | 18 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 13th |
| Open interest change, 5 sessions | -1.0% |
| Open interest change, 21 sessions | -24.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 12.02 vs 12.12 (-0.8%)
- closed above gamma max at 12.65 vs 11.63 (+8.1%)
- closed below gamma max at 12.12 vs 13.10 (-8.1%)
- closed above gamma max at 12.43 vs 10.91 (+12.3%)
- closed below gamma max at 12.57 vs 13.49 (-7.3%)
- closed above gamma max at 12.84 vs 10.85 (+15.4%)
- closed below gamma max at 13.61 vs 13.65 (-0.3%)
- closed above gamma max at 14.98 vs 14.70 (+1.9%)
- closed below gamma max at 14.67 vs 14.76 (-0.6%)
- closed above gamma max at 14.24 vs 9.94 (+30.2%)
In today's screens
Neighbours by open interest
Questions people ask about HLF
Where is HLF's gamma max today?
As of Sep 11, 2026, the gamma max for HLF is 12.12, +0.8% from the 12.02 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 HLF above or below its delta neutral price?
HLF closed above delta neutral: 12.02 against a delta neutral price of 6.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HLF have?
134,848 contracts of open interest across 188 listed contracts on Sep 11, 2026, -1.1% 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.