Data through close

HSBC gamma max, delta neutral & open interest levels

As of close · rank #709 by open interest · snapshot page

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Close
105.30
prev 103.70
Gamma max
108.16
+2.7% from close
Delta neutral
100.02
-5.0% from close
Gamma neutral
79.50
-24.5% from close
Open interest
92,669
+0.7% vs prev
Contracts listed
278
160 calls · 156 puts

HSBC closed 2.7% below its gamma max of 108.16. It is 5.0% above the delta neutral price of 100.02. Total open interest is 92,669, +0.7% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about HSBC

Where is HSBC's gamma max today?

As of Sep 11, 2026, the gamma max for HSBC is 108.16, +2.7% from the 105.30 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 HSBC above or below its delta neutral price?

HSBC closed above delta neutral: 105.30 against a delta neutral price of 100.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HSBC have?

92,669 contracts of open interest across 278 listed contracts on Sep 11, 2026, +0.7% 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.