HPQ gamma max, delta neutral & open interest levels
As of close · rank #223 by open interest · 1,379 sessions of history since Dec 1, 2020
HPQ closed 5.6% below its gamma max of 37.48. It is 16.6% above the delta neutral price of 29.60. Total open interest is 490,081, -1.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 16 |
| Open interest percentile (1y) | 94th |
| Open interest change, 5 sessions | -2.8% |
| Open interest change, 21 sessions | -3.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 27.27 vs 28.55 (-4.7%)
- closed above gamma max at 27.04 vs 26.06 (+3.6%)
- closed below gamma max at 24.43 vs 28.19 (-15.4%)
- closed above gamma max at 25.24 vs 23.98 (+5.0%)
- closed below gamma max at 20.44 vs 21.07 (-3.1%)
- closed above delta neutral at 21.09 vs 19.54 (+7.3%)
- closed above gamma max at 21.09 vs 21.02 (+0.3%)
- closed below delta neutral at 19.59 vs 19.62 (-0.2%)
- closed above delta neutral at 18.99 vs 18.98 (+0.0%)
- closed below delta neutral at 18.94 vs 19.10 (-0.9%)
In today's screens
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Neighbours by open interest
Questions people ask about HPQ
Where is HPQ's gamma max today?
As of Sep 11, 2026, the gamma max for HPQ is 37.48, +5.6% from the 35.48 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 HPQ above or below its delta neutral price?
HPQ closed above delta neutral: 35.48 against a delta neutral price of 29.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HPQ have?
490,081 contracts of open interest across 525 listed contracts on Sep 11, 2026, -1.1% 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.