SOFI max pain, gamma exposure (GEX) & options open interest
As of close · rank #23 by open interest · 1,270 sessions of history since Jun 1, 2021
SOFI's nearest-expiration max pain is 16.50 for 2026-10-09, its GEX flip is 14.97, net GEX is 30,203,762, its put/call open-interest ratio is 0.52. 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: volume/OI 0.09
SOFI closed 20.8% below its gamma max of 19.05. It is 1.5% above the delta neutral price of 15.54. Total open interest is 3,656,893, -5.4% versus the previous session. Its options catalyst-intensity score is 34.2 out of 100, led by volume/OI 0.09. 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 | -133,390 contracts · -5.3% |
| Put OI change, 1 session | -73,770 contracts · -5.5% |
| Call minus put OI growth, 1 session | +0.3 pp |
| Call OI change, 5 sessions | +56,745 contracts · +2.4% |
| Put OI change, 5 sessions | +29,497 contracts · +2.4% |
| Call minus put OI growth, 5 sessions | +0.0 pp |
| Daily call OI change surprise | -0.95σ (252 prior changes) |
| Daily put OI change surprise | -0.84σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.08σ (252 prior changes) |
History
Hover for valuesDrag to panScroll to zoomClick a series to hide it ← → step a session+ − zoomTouch: swipe to pan, pinch to zoom, hold for the crosshair
Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
No matching visualizations.
Gamma walls
Chart loads when this section is in view.
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 above gamma max 18 completed Day +10 paths · latest Nov 12, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 18 | -1.5% | -2.3% to +1.2% | 44% | -2.1% to +0.7% | 0.0% |
| Day +2 | 18 | +0.8% | -1.1% to +4.1% | 61% | -0.9% to +2.0% | 0.0% |
| Day +3 | 18 | +0.8% | -2.8% to +4.8% | 61% | -1.7% to +4.5% | 0.0% |
| Day +4 | 18 | -0.8% | -4.8% to +3.9% | 44% | -3.4% to +3.1% | 0.0% |
| Day +5 | 18 | -0.1% | -5.9% to +3.4% | 50% | -4.9% to +2.9% | 0.0% |
| Day +6 | 18 | -1.2% | -5.8% to +4.8% | 44% | -5.7% to +3.1% | 0.0% |
| Day +7 | 18 | -1.6% | -6.7% to +4.9% | 44% | -5.0% to +4.0% | 0.0% |
| Day +8 | 18 | +1.6% | -4.5% to +7.5% | 56% | -4.5% to +6.4% | 0.0% |
| Day +9 | 18 | +1.0% | -5.2% to +9.2% | 56% | -3.6% to +8.6% | 0.0% |
| Day +10 | 18 | +1.6% | -3.5% to +10.6% | 56% | -1.3% to +8.5% | 0.0% |
Crosses below gamma max 18 completed Day +10 paths · latest Aug 26, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 18 | +1.8% | -1.1% to +3.0% | 67% | -0.3% to +2.9% | 0.0% |
| Day +2 | 18 | +2.3% | -0.8% to +4.9% | 72% | +0.1% to +3.8% | +0.1% |
| Day +3 | 18 | -0.4% | -2.6% to +3.2% | 44% | -1.4% to +2.2% | 0.0% |
| Day +4 | 18 | +1.5% | -6.0% to +7.2% | 61% | -5.1% to +3.1% | 0.0% |
| Day +5 | 18 | -1.0% | -4.3% to +4.3% | 39% | -3.9% to +4.0% | 0.0% |
| Day +6 | 18 | -0.5% | -4.6% to +5.9% | 44% | -4.0% to +5.0% | 0.0% |
| Day +7 | 18 | +1.2% | -2.9% to +8.3% | 56% | -2.5% to +7.4% | 0.0% |
| Day +8 | 18 | +0.6% | -4.1% to +8.4% | 56% | -0.9% to +8.0% | 0.0% |
| Day +9 | 18 | +1.1% | -4.0% to +9.7% | 56% | -3.0% to +9.1% | 0.0% |
| Day +10 | 18 | -0.1% | -5.4% to +7.9% | 50% | -4.5% to +5.2% | 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 | 0% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 18 |
| Prior-year sessions closer to gamma max | 86.5% of 252 |
| Prior-year sessions closer to delta neutral | 11.1% of 252 |
| Open interest percentile (1y) | 9th |
| Daily open interest change versus prior year | -0.93σ (-207,160 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +2.4% |
| Open interest change, 21 sessions | -7.5% |
| History available | Jun 1, 2021 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 16.47 vs 15.67 (+4.8%)
- closed below delta neutral at 15.25 vs 15.33 (-0.5%)
- closed above delta neutral at 16.02 vs 15.60 (+2.6%)
- closed below delta neutral at 15.31 vs 15.37 (-0.4%)
- closed above delta neutral at 16.27 vs 15.81 (+2.9%)
- closed below delta neutral at 15.75 vs 15.80 (-0.3%)
- closed above delta neutral at 16.43 vs 16.04 (+2.4%)
- closed below delta neutral at 15.51 vs 16.25 (-4.8%)
- closed above delta neutral at 17.05 vs 16.44 (+3.6%)
- closed below delta neutral at 16.27 vs 16.30 (-0.2%)
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/SOFI
Questions people ask about SOFI
Where is SOFI's gamma max today?
As of Oct 2, 2026, the gamma max for SOFI is 19.05, +20.8% from the 15.77 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 SOFI above or below its delta neutral price?
SOFI closed above delta neutral: 15.77 against a delta neutral price of 15.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SOFI have?
3,656,893 contracts of open interest across 680 listed contracts on Oct 2, 2026, -5.4% 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.