SOC gamma max, delta neutral & open interest levels
As of close · rank #260 by open interest · 508 sessions of history since Sep 3, 2024
SOC closed 0.2% above its gamma max of 5.16. It is 28.4% above the delta neutral price of 3.70. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 405,762, -0.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 13% |
| Gamma max crosses | 23 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 59th |
| Open interest change, 5 sessions | -0.8% |
| Open interest change, 21 sessions | +1.4% |
| History available | Sep 3, 2024 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 5.17 vs 5.16 (+0.2%)
- closed below gamma max at 4.71 vs 5.00 (-6.2%)
- closed above gamma max at 5.07 vs 5.07 (+0.1%)
- closed below gamma max at 4.65 vs 4.97 (-6.8%)
- closed above gamma max at 4.75 vs 4.67 (+1.7%)
- closed below gamma max at 4.48 vs 4.76 (-6.2%)
- closed above gamma max at 5.29 vs 4.51 (+14.7%)
- closed below gamma max at 4.14 vs 4.44 (-7.2%)
- closed above gamma max at 4.71 vs 4.35 (+7.7%)
- closed below gamma max at 4.35 vs 4.59 (-5.5%)
In today's screens
Neighbours by open interest
Questions people ask about SOC
Where is SOC's gamma max today?
As of Sep 11, 2026, the gamma max for SOC is 5.16, -0.2% from the 5.17 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 SOC above or below its delta neutral price?
SOC closed above delta neutral: 5.17 against a delta neutral price of 3.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SOC have?
405,762 contracts of open interest across 250 listed contracts on Sep 11, 2026, -0.9% 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.