HPE gamma max, delta neutral & open interest levels
As of close · rank #189 by open interest · 1,379 sessions of history since Dec 1, 2020
HPE closed 4.5% above its gamma max of 59.33. It is 25.5% above the delta neutral price of 46.26. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 580,256, -6.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 12% |
| Gamma max crosses | 30 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 65th |
| Open interest change, 5 sessions | -19.0% |
| Open interest change, 21 sessions | +1.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 62.09 vs 59.33 (+4.5%)
- closed below gamma max at 58.70 vs 58.79 (-0.1%)
- closed above gamma max at 58.79 vs 58.57 (+0.4%)
- closed below gamma max at 52.44 vs 53.77 (-2.5%)
- closed above gamma max at 53.21 vs 53.16 (+0.1%)
- closed below gamma max at 53.90 vs 59.47 (-10.3%)
- closed above gamma max at 38.21 vs 38.06 (+0.4%)
- closed below gamma max at 37.29 vs 37.75 (-1.2%)
- closed above gamma max at 37.60 vs 33.90 (+9.9%)
- closed below gamma max at 33.90 vs 34.34 (-1.3%)
In today's screens
Neighbours by open interest
Questions people ask about HPE
Where is HPE's gamma max today?
As of Sep 11, 2026, the gamma max for HPE is 59.33, -4.5% from the 62.09 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 HPE above or below its delta neutral price?
HPE closed above delta neutral: 62.09 against a delta neutral price of 46.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HPE have?
580,256 contracts of open interest across 664 listed contracts on Sep 11, 2026, -6.5% 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.