HSY gamma max, delta neutral & open interest levels
As of close · rank #1261 by open interest · snapshot page
HSY closed 13.5% below its gamma max of 196.66. It is 2.6% below the delta neutral price of 177.86. Total open interest is 33,946, -1.6% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about HSY
Where is HSY's gamma max today?
As of Sep 11, 2026, the gamma max for HSY is 196.66, +13.5% from the 173.32 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 HSY above or below its delta neutral price?
HSY closed below delta neutral: 173.32 against a delta neutral price of 177.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HSY have?
33,946 contracts of open interest across 509 listed contracts on Sep 11, 2026, -1.6% 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.