SOFI gamma max, delta neutral & open interest levels
As of close · rank #23 by open interest · 1,255 sessions of history since Jun 1, 2021
SOFI closed 18.4% below its gamma max of 20.50. It is 8.5% above the delta neutral price of 15.84. Total open interest is 3,892,288, -4.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 27th |
| Open interest change, 5 sessions | -2.8% |
| Open interest change, 21 sessions | -4.4% |
| History available | Jun 1, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 18.58 vs 18.94 (-1.9%)
- closed above gamma max at 18.23 vs 18.19 (+0.2%)
- closed above delta neutral at 16.16 vs 16.08 (+0.5%)
- closed below delta neutral at 15.51 vs 15.86 (-2.3%)
- closed above delta neutral at 15.88 vs 15.69 (+1.2%)
- closed below delta neutral at 15.87 vs 16.20 (-2.1%)
- closed above delta neutral at 17.08 vs 17.00 (+0.4%)
- closed below delta neutral at 17.18 vs 17.21 (-0.2%)
- closed above delta neutral at 19.61 vs 19.52 (+0.4%)
- closed below delta neutral at 19.30 vs 19.79 (-2.5%)
In today's screens
Neighbours by open interest
Questions people ask about SOFI
Where is SOFI's gamma max today?
As of Sep 11, 2026, the gamma max for SOFI is 20.50, +18.4% from the 17.32 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: 17.32 against a delta neutral price of 15.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SOFI have?
3,892,288 contracts of open interest across 822 listed contracts on Sep 11, 2026, -4.3% 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.