The new iPhone 11pro max battery has been overheated

Did you see a message on the screen saying Temperature? If no, your phone may have gotten warm, but iPhone has thermal protection built in and if it senses it is in a dangerous temperature zone, it will display Temperature on the screen.

What were you doing with the phone when as you say, it overheated? Graphic intensive games, video streaming, etc., will naturally cause the battery to become warm.

If you did see the Temperature warning on the screen and you weren't doing anything unusual on the phone, or it wasn't locked in a hot car when you used it, schedule an appointment at your Apple Store Genius Bar for evaluation.