Data through close

HNRG gamma max, delta neutral & open interest levels

As of close · rank #1103 by open interest · snapshot page

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Close
15.34
prev 15.60
Gamma max
18.74
+22.1% from close
Delta neutral
12.28
-20.0% from close
Gamma neutral
15.34
0.0% from close
Open interest
43,009
-0.0% vs prev
Contracts listed
114
69 calls · 45 puts

HNRG closed 22.1% below its gamma max of 18.74. It is 20.0% above the delta neutral price of 12.28. Total open interest is 43,009, -0.0% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about HNRG

Where is HNRG's gamma max today?

As of Sep 11, 2026, the gamma max for HNRG is 18.74, +22.1% from the 15.34 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 HNRG above or below its delta neutral price?

HNRG closed above delta neutral: 15.34 against a delta neutral price of 12.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HNRG have?

43,009 contracts of open interest across 114 listed contracts on Sep 11, 2026, -0.0% 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.