HOS gamma max, delta neutral & open interest levels
As of close · rank #2109 by open interest · snapshot page
HOS closed 12.6% below its gamma max of 10.00. It is 6.5% above the delta neutral price of 8.30. What gamma max means · What delta neutral means
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Questions people ask about HOS
Where is HOS's gamma max today?
As of Sep 11, 2026, the gamma max for HOS is 10.00, +12.6% from the 8.88 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 HOS above or below its delta neutral price?
HOS closed above delta neutral: 8.88 against a delta neutral price of 8.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HOS have?
10,615 contracts of open interest across 85 listed contracts on Sep 11, 2026. 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.