KHC gamma max, delta neutral & open interest levels
As of close · rank #263 by open interest · 1,379 sessions of history since Dec 1, 2020
KHC closed 3.0% below its gamma max of 25.34. It is 1.4% above the delta neutral price of 24.26. Total open interest is 397,706, -12.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 7% |
| Gamma max crosses | 24 |
| Delta neutral crosses | 19 |
| Open interest percentile (1y) | 41th |
| Open interest change, 5 sessions | -10.7% |
| Open interest change, 21 sessions | -3.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 25.42 vs 25.57 (-0.6%)
- closed above gamma max at 25.87 vs 25.85 (+0.1%)
- closed below gamma max at 25.51 vs 26.88 (-5.4%)
- closed above gamma max at 25.38 vs 25.32 (+0.2%)
- closed below gamma max at 25.85 vs 28.00 (-8.3%)
- closed above gamma max at 27.30 vs 26.90 (+1.5%)
- closed below gamma max at 25.88 vs 26.61 (-2.8%)
- closed above gamma max at 25.45 vs 25.35 (+0.4%)
- closed below gamma max at 25.08 vs 25.32 (-1.0%)
- closed above gamma max at 25.23 vs 25.23 (+0.0%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about KHC
Where is KHC's gamma max today?
As of Sep 11, 2026, the gamma max for KHC is 25.34, +3.0% from the 24.60 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 KHC above or below its delta neutral price?
KHC closed above delta neutral: 24.60 against a delta neutral price of 24.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KHC have?
397,706 contracts of open interest across 321 listed contracts on Sep 11, 2026, -12.0% 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.