HRB gamma max, delta neutral & open interest levels
As of close · rank #1851 by open interest · snapshot page
HRB closed 15.5% below its gamma max of 52.09. It is 3.8% above the delta neutral price of 43.43. Total open interest is 14,976, -2.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about HRB
Where is HRB's gamma max today?
As of Sep 11, 2026, the gamma max for HRB is 52.09, +15.5% from the 45.12 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 HRB above or below its delta neutral price?
HRB closed above delta neutral: 45.12 against a delta neutral price of 43.43. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HRB have?
14,976 contracts of open interest across 80 listed contracts on Sep 11, 2026, -2.2% 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.