HPP gamma max, delta neutral & open interest levels
As of close · rank #1695 by open interest · snapshot page
HPP closed 31.6% below its gamma max of 16.09. It is 0.8% above the delta neutral price of 12.14. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 18,453, +0.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about HPP
Where is HPP's gamma max today?
As of Sep 11, 2026, the gamma max for HPP is 16.09, +31.6% from the 12.23 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 HPP above or below its delta neutral price?
HPP closed above delta neutral: 12.23 against a delta neutral price of 12.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HPP have?
18,453 contracts of open interest across 71 listed contracts on Sep 11, 2026, +0.7% 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.