HRI gamma max, delta neutral & open interest levels
As of close · rank #1999 by open interest · snapshot page
HRI closed 9.0% below its gamma max of 153.58. It is 8.7% above the delta neutral price of 128.67. Total open interest is 12,221, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about HRI
Where is HRI's gamma max today?
As of Sep 11, 2026, the gamma max for HRI is 153.58, +9.0% from the 140.96 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 HRI above or below its delta neutral price?
HRI closed above delta neutral: 140.96 against a delta neutral price of 128.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HRI have?
12,221 contracts of open interest across 142 listed contracts on Sep 11, 2026, +0.2% 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.