JHX gamma max, delta neutral & open interest levels
As of close · rank #1898 by open interest · snapshot page
JHX closed 6.7% below its gamma max of 30.39. It is 21.0% above the delta neutral price of 22.48. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 14,194, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about JHX
Where is JHX's gamma max today?
As of Sep 11, 2026, the gamma max for JHX is 30.39, +6.7% from the 28.47 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 JHX above or below its delta neutral price?
JHX closed above delta neutral: 28.47 against a delta neutral price of 22.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does JHX have?
14,194 contracts of open interest across 101 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.