SOC max pain, gamma exposure (GEX) & options open interest
As of close · rank #251 by open interest · 522 sessions of history since Sep 3, 2024
SOC's nearest-expiration max pain is 4.00 for 2026-10-09, its GEX flip is 1.82, net GEX is 6,067,512, its put/call open-interest ratio is 0.23. These are whole-chain derived aggregates as of Oct 2, 2026 close.
Whole-chain analytics
Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.
Advanced options analysis
Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.
Strongest relative signals: 7d expected move +15.3% · IV rank 100 · 25Δ risk reversal -13.1 pp
SOC closed 40.5% below its gamma max of 4.93. It is 10.9% above the delta neutral price of 3.13. Total open interest is 388,390, -2.0% versus the previous session. Its options catalyst-intensity score is 57.8 out of 100, led by 7d expected move +15.3%, IV rank 100, 25Δ risk reversal -13.1 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -2,986 contracts · -0.9% |
| Put OI change, 1 session | -4,751 contracts · -6.1% |
| Call minus put OI growth, 1 session | +5.1 pp |
| Call OI change, 5 sessions | +5,272 contracts · +1.7% |
| Put OI change, 5 sessions | -7,035 contracts · -8.7% |
| Call minus put OI growth, 5 sessions | +10.4 pp |
| Daily call OI change surprise | -0.07σ (250 prior changes) |
| Daily put OI change surprise | -0.30σ (250 prior changes) |
| Daily call-minus-put growth surprise | +0.96σ (250 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 18 completed Day +10 paths · latest Sep 14, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 18 | -1.1% | -3.7% to +3.2% | 44% | -3.7% to +2.9% | 0.0% |
| Day +2 | 18 | -1.7% | -5.4% to +4.5% | 44% | -5.1% to +4.4% | 0.0% |
| Day +3 | 18 | -1.4% | -8.6% to +4.7% | 39% | -4.9% to +1.6% | 0.0% |
| Day +4 | 18 | +0.7% | -5.3% to +5.1% | 56% | -5.1% to +5.1% | 0.0% |
| Day +5 | 18 | -0.8% | -9.8% to +4.6% | 50% | -8.8% to +3.8% | 0.0% |
| Day +6 | 18 | -2.3% | -12.0% to +3.9% | 44% | -10.6% to +2.8% | 0.0% |
| Day +7 | 18 | -4.8% | -12.0% to +7.5% | 39% | -11.7% to +2.8% | 0.0% |
| Day +8 | 18 | -7.6% | -10.6% to +8.0% | 39% | -9.6% to +3.1% | 0.0% |
| Day +9 | 18 | -8.4% | -16.1% to +4.3% | 33% | -15.0% to +3.0% | 0.0% |
| Day +10 | 18 | -3.5% | -17.9% to +5.8% | 39% | -16.3% to +1.3% | 0.0% |
Crosses above gamma max 16 completed Day +10 paths · latest Sep 11, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 16 | -0.0% | -2.5% to +3.5% | 50% | -2.1% to +3.4% | 0.0% |
| Day +2 | 16 | -1.6% | -4.2% to +2.5% | 38% | -4.1% to +2.3% | 0.0% |
| Day +3 | 16 | -2.6% | -7.5% to +2.2% | 38% | -7.4% to +1.8% | 0.0% |
| Day +4 | 16 | -8.0% | -11.5% to -2.3% | 25% | -11.4% to -3.2% | -3.2% |
| Day +5 | 16 | -7.1% | -12.6% to +2.3% | 31% | -12.6% to +1.7% | 0.0% |
| Day +6 | 16 | -5.9% | -15.9% to +2.0% | 38% | -15.8% to +1.9% | 0.0% |
| Day +7 | 16 | -9.1% | -17.2% to -1.4% | 19% | -16.6% to -1.8% | -1.8% |
| Day +8 | 16 | -5.8% | -16.9% to -1.5% | 19% | -16.1% to -1.6% | -1.6% |
| Day +9 | 16 | -9.0% | -15.6% to +1.5% | 31% | -15.5% to +1.4% | 0.0% |
| Day +10 | 16 | -7.6% | -18.6% to +2.3% | 31% | -18.5% to +0.8% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 12% |
| Gamma max crosses | 21 |
| Delta neutral crosses | 14 |
| Prior-year sessions closer to gamma max | 73.0% of 252 |
| Prior-year sessions closer to delta neutral | 23.0% of 252 |
| Open interest percentile (1y) | 52th |
| Daily open interest change versus prior year | -0.16σ (-7,737 contracts; 252 prior changes) |
| Open interest change, 5 sessions | -0.5% |
| Open interest change, 21 sessions | -4.1% |
| History available | Sep 3, 2024 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 4.82 vs 5.09 (-5.5%)
- closed above gamma max at 5.17 vs 5.14 (+0.7%)
- closed below gamma max at 4.49 vs 4.75 (-5.7%)
- closed above gamma max at 4.66 vs 4.50 (+3.4%)
- closed below gamma max at 4.63 vs 5.43 (-17.2%)
- closed above gamma max at 5.10 vs 4.81 (+5.8%)
- closed below gamma max at 4.65 vs 4.98 (-7.0%)
- closed above gamma max at 4.75 vs 4.64 (+2.4%)
- closed below gamma max at 4.48 vs 4.77 (-6.4%)
- closed above gamma max at 5.29 vs 4.66 (+11.9%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/SOC
Questions people ask about SOC
Where is SOC's gamma max today?
As of Oct 2, 2026, the gamma max for SOC is 4.93, +40.5% from the 3.51 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: 3.51 against a delta neutral price of 3.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SOC have?
388,390 contracts of open interest across 197 listed contracts on Oct 2, 2026, -2.0% versus the previous session. What open interest measures.
Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.