HMC gamma max, delta neutral & open interest levels
As of close · rank #1867 by open interest · snapshot page
HMC closed 0.4% above its gamma max of 32.39. It is 12.2% above the delta neutral price of 28.55. Total open interest is 14,627, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about HMC
Where is HMC's gamma max today?
As of Sep 11, 2026, the gamma max for HMC is 32.39, -0.4% from the 32.52 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 HMC above or below its delta neutral price?
HMC closed above delta neutral: 32.52 against a delta neutral price of 28.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HMC have?
14,627 contracts of open interest across 75 listed contracts on Sep 11, 2026, +0.2% 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.