SOFX gamma max, delta neutral & open interest levels
As of close · rank #2017 by open interest · snapshot page
SOFX closed 27.4% below its gamma max of 10.92. It is 3.8% below the delta neutral price of 8.89. Total open interest is 11,996, +0.9% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Neighbours by open interest
Questions people ask about SOFX
Where is SOFX's gamma max today?
As of Sep 11, 2026, the gamma max for SOFX is 10.92, +27.4% from the 8.57 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 SOFX above or below its delta neutral price?
SOFX closed below delta neutral: 8.57 against a delta neutral price of 8.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SOFX have?
11,996 contracts of open interest across 148 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.