Data through close

HSIC gamma max, delta neutral & open interest levels

As of close · rank #2063 by open interest · snapshot page

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Close
88.36
prev 87.30
Gamma max
89.22
+1.0% from close
Delta neutral
72.92
-17.5% from close
Gamma neutral
65.86
-25.5% from close
Open interest
11,228
+0.2% vs prev
Contracts listed
65
41 calls · 32 puts

HSIC closed 1.0% below its gamma max of 89.22. It is 17.5% above the delta neutral price of 72.92. Total open interest is 11,228, +0.2% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about HSIC

Where is HSIC's gamma max today?

As of Sep 11, 2026, the gamma max for HSIC is 89.22, +1.0% from the 88.36 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 HSIC above or below its delta neutral price?

HSIC closed above delta neutral: 88.36 against a delta neutral price of 72.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HSIC have?

11,228 contracts of open interest across 65 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.