# SOFI: options-positioning snapshot

Canonical: https://halfonadouble.com/stock/SOFI
Data through: 2026-10-02 close
Publisher: Half on a Double

| Published field | Value |
| --- | --- |
| Close (USD/share) | 15.77 |
| Delta neutral (USD/share) | 15.54 |
| Gamma neutral (USD/share) | 14.97 |
| Gamma max (USD/share) | 19.05 |
| Open interest (contracts) | 3,656,893 |
| Nearest-expiration max pain (USD/share) | 16.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 17.00 |
| Net gamma exposure | 30,203,762 |
| Confirmed GEX flip (USD/share) | 14.97 |
| Call wall (USD/share) | 20.00 |
| Put wall (USD/share) | 15.00 |
| Put/call open-interest ratio | 0.52 |
| Options catalyst-intensity score (0–100) | 34.2 |
| Options directional score (-100 to +100) | 14.3 |
| IV rank | 6.8 |
| Front ATM IV | +42.3% |
| Front-minus-back IV | -11.3 pp |
| Front expected move | +5.9% |
| Front ATM straddle / spot | +4.5% |
| Front 25-delta risk reversal | -3.0 pp |
| 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) |
| Daily open interest change (contracts) | -207,160 |
| Daily open interest change z-score (prior 252) | -0.93σ (252 prior changes) |
| Gamma max distance from close | +20.8% |
| Delta neutral distance from close | -1.5% |
| Prior-year sessions closer to gamma max | 86.5% of 252 |
| Prior-year sessions closer to delta neutral | 11.1% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 18 | -1.5% | -2.3% to +1.2% | 44% | -2.1% to +0.7% | 0.0% |
| above | Day +3 | 18 | +0.8% | -2.8% to +4.8% | 61% | -1.7% to +4.5% | 0.0% |
| above | Day +5 | 18 | -0.1% | -5.9% to +3.4% | 50% | -4.9% to +2.9% | 0.0% |
| above | Day +10 | 18 | +1.6% | -3.5% to +10.6% | 56% | -1.3% to +8.5% | 0.0% |
| below | Day +1 | 18 | +1.8% | -1.1% to +3.0% | 67% | -0.3% to +2.9% | 0.0% |
| below | Day +3 | 18 | -0.4% | -2.6% to +3.2% | 44% | -1.4% to +2.2% | 0.0% |
| below | Day +5 | 18 | -1.0% | -4.3% to +4.3% | 39% | -3.9% to +4.0% | 0.0% |
| below | 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. Cohorts require gamma max to be within 10% of the close on both crossing sessions. Historical windows can overlap and are not independent observations, so interval coverage is not guaranteed.

- [Machine-readable snapshot](https://halfonadouble.com/api/v1/tickers/SOFI.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/SOFI.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/SOFI.json?date=2026-10-02)

An em dash means unavailable, not zero. Values use the same display rounding as the HTML page. This is a current snapshot; full history and individual event paths are on the canonical page.

[Definitions and limitations](https://halfonadouble.com/methodology.md).