HRMY gamma max, delta neutral & open interest levels
As of close · rank #1729 by open interest · snapshot page
HRMY closed 7.1% below its gamma max of 44.49. It is 6.7% above the delta neutral price of 38.74. Total open interest is 17,348, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about HRMY
Where is HRMY's gamma max today?
As of Sep 11, 2026, the gamma max for HRMY is 44.49, +7.1% from the 41.52 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 HRMY above or below its delta neutral price?
HRMY closed above delta neutral: 41.52 against a delta neutral price of 38.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HRMY have?
17,348 contracts of open interest across 97 listed contracts on Sep 11, 2026, -0.1% 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.