SOXL gamma max, delta neutral & open interest levels
As of close · rank #78 by open interest · 1,379 sessions of history since Dec 1, 2020
SOXL closed 18.0% below its gamma max of 143.80. It is 16.8% above the delta neutral price of 101.33. Total open interest is 1,383,593, -10.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 10% |
| Gamma max crosses | 37 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 88th |
| Open interest change, 5 sessions | -11.1% |
| Open interest change, 21 sessions | -12.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 114.72 vs 90.88 (+20.8%)
- closed below delta neutral at 91.99 vs 93.38 (-1.5%)
- closed below gamma max at 230.83 vs 339.51 (-47.1%)
- closed above gamma max at 300.57 vs 25.79 (+91.4%)
- closed below gamma max at 226.19 vs 297.75 (-31.6%)
- closed above gamma max at 272.50 vs 16.87 (+93.8%)
- closed below gamma max at 192.86 vs 278.45 (-44.4%)
- closed above gamma max at 262.70 vs 18.21 (+93.1%)
- closed below gamma max at 227.03 vs 267.14 (-17.7%)
- closed above gamma max at 223.96 vs 24.68 (+89.0%)
In today's screens
Neighbours by open interest
Questions people ask about SOXL
Where is SOXL's gamma max today?
As of Sep 11, 2026, the gamma max for SOXL is 143.80, +18.0% from the 121.82 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 SOXL above or below its delta neutral price?
SOXL closed above delta neutral: 121.82 against a delta neutral price of 101.33. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SOXL have?
1,383,593 contracts of open interest across 2,735 listed contracts on Sep 11, 2026, -10.3% 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.