HP gamma max, delta neutral & open interest levels
As of close · rank #1899 by open interest · snapshot page
HP closed 2.4% below its gamma max of 45.10. It is 34.7% above the delta neutral price of 28.75. Total open interest is 14,176, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about HP
Where is HP's gamma max today?
As of Sep 11, 2026, the gamma max for HP is 45.10, +2.4% from the 44.04 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 HP above or below its delta neutral price?
HP closed above delta neutral: 44.04 against a delta neutral price of 28.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HP have?
14,176 contracts of open interest across 159 listed contracts on Sep 11, 2026, +0.4% 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.