HTZ gamma max, delta neutral & open interest levels
As of close · rank #82 by open interest · 1,141 sessions of history since Nov 10, 2021
HTZ closed 38.3% below its gamma max of 2.82. It is 4.2% below the delta neutral price of 2.13. Total open interest is 1,317,433, -3.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 8% |
| Gamma max crosses | 20 |
| Delta neutral crosses | 11 |
| Open interest percentile (1y) | 92th |
| Open interest change, 5 sessions | -5.8% |
| Open interest change, 21 sessions | -6.9% |
| History available | Nov 10, 2021 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 2.05 vs 2.06 (-0.4%)
- closed below gamma max at 2.35 vs 2.72 (-16.1%)
- closed above gamma max at 2.80 vs 2.67 (+4.7%)
- closed below gamma max at 2.12 vs 2.39 (-12.8%)
- closed above delta neutral at 2.27 vs 1.91 (+15.7%)
- closed above gamma max at 2.02 vs 2.01 (+0.3%)
- closed below delta neutral at 6.60 vs 6.62 (-0.4%)
- closed below gamma max at 7.17 vs 7.98 (-11.2%)
- closed above gamma max at 6.98 vs 6.91 (+1.0%)
- closed below gamma max at 6.56 vs 6.64 (-1.2%)
In today's screens
Neighbours by open interest
Questions people ask about HTZ
Where is HTZ's gamma max today?
As of Sep 11, 2026, the gamma max for HTZ is 2.82, +38.3% from the 2.04 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 HTZ above or below its delta neutral price?
HTZ closed below delta neutral: 2.04 against a delta neutral price of 2.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does HTZ have?
1,317,433 contracts of open interest across 284 listed contracts on Sep 11, 2026, -3.3% 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.