HRL gamma max, delta neutral & open interest levels
As of close · rank #680 by open interest · snapshot page
HRL closed 16.5% below its gamma max of 23.96. It is 2.9% below the delta neutral price of 21.17. Total open interest is 97,370, -2.0% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Neighbours by open interest
Questions people ask about HRL
Where is HRL's gamma max today?
As of Sep 11, 2026, the gamma max for HRL is 23.96, +16.5% from the 20.57 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 HRL above or below its delta neutral price?
HRL closed below delta neutral: 20.57 against a delta neutral price of 21.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HRL have?
97,370 contracts of open interest across 253 listed contracts on Sep 11, 2026, -2.0% 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.