Data through close

HWM gamma max, delta neutral & open interest levels

As of close · rank #767 by open interest · snapshot page

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Close
229.61
prev 227.91
Gamma max
307.95
+34.1% from close
Delta neutral
252.41
+9.9% from close
Gamma neutral
287.01
+25.0% from close
Open interest
79,616
-6.8% vs prev
Contracts listed
683
406 calls · 309 puts

HWM closed 34.1% below its gamma max of 307.95. It is 9.9% below the delta neutral price of 252.41. Total open interest is 79,616, -6.8% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about HWM

Where is HWM's gamma max today?

As of Sep 11, 2026, the gamma max for HWM is 307.95, +34.1% from the 229.61 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 HWM above or below its delta neutral price?

HWM closed below delta neutral: 229.61 against a delta neutral price of 252.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HWM have?

79,616 contracts of open interest across 683 listed contracts on Sep 11, 2026, -6.8% 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.