SOXL max pain, gamma exposure (GEX) & options open interest
As of close · rank #76 by open interest · 1,394 sessions of history since Dec 1, 2020
SOXL's nearest-expiration max pain is 149.00 for 2026-10-05, its GEX flip is 151.29, net GEX is 7,298,593, its put/call open-interest ratio is 1.92. 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 0.26
SOXL closed 7.2% below its gamma max of 175.48. It is 11.8% above the delta neutral price of 144.47. Total open interest is 1,378,803, -10.3% versus the previous session. Its options catalyst-intensity score is 37.3 out of 100, led by volume/OI 0.26. 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 | -52,590 contracts · -10.0% |
| Put OI change, 1 session | -106,375 contracts · -10.5% |
| Call minus put OI growth, 1 session | +0.5 pp |
| Call OI change, 5 sessions | +998 contracts · +0.2% |
| Put OI change, 5 sessions | +10,834 contracts · +1.2% |
| Call minus put OI growth, 5 sessions | -1.0 pp |
| Daily call OI change surprise | -1.13σ (252 prior changes) |
| Daily put OI change surprise | -1.60σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.25σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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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 below gamma max 36 completed Day +10 paths · latest Sep 23, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 37 | +0.1% | -3.1% to +3.0% | 51% | -0.9% to +1.3% | 0.0% |
| Day +2 | 37 | +1.3% | -3.1% to +3.9% | 59% | -0.7% to +2.9% | 0.0% |
| Day +3 | 37 | -1.1% | -6.2% to +3.6% | 46% | -3.7% to +1.1% | 0.0% |
| Day +4 | 37 | -0.7% | -7.4% to +4.6% | 43% | -4.4% to +1.4% | 0.0% |
| Day +5 | 37 | -0.5% | -3.9% to +5.7% | 43% | -1.6% to +0.8% | 0.0% |
| Day +6 | 37 | +2.0% | -5.4% to +6.3% | 51% | -3.7% to +5.0% | 0.0% |
| Day +7 | 37 | +0.4% | -4.4% to +9.0% | 54% | -2.6% to +5.8% | 0.0% |
| Day +8 | 36 | +3.8% | -4.0% to +12.0% | 58% | -1.5% to +8.3% | 0.0% |
| Day +9 | 36 | +3.8% | -7.1% to +13.1% | 61% | -4.3% to +11.3% | 0.0% |
| Day +10 | 36 | +4.2% | -10.1% to +14.8% | 58% | -7.9% to +11.8% | 0.0% |
Crosses above gamma max 37 completed Day +10 paths · latest Sep 22, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 38 | +0.8% | -2.1% to +3.9% | 58% | -1.6% to +2.6% | 0.0% |
| Day +2 | 38 | +2.2% | -2.9% to +6.4% | 61% | -1.3% to +3.2% | 0.0% |
| Day +3 | 38 | -0.3% | -3.9% to +4.1% | 47% | -1.4% to +2.9% | 0.0% |
| Day +4 | 38 | +1.4% | -3.8% to +5.4% | 58% | -1.6% to +4.2% | 0.0% |
| Day +5 | 38 | +0.6% | -5.4% to +6.1% | 58% | -1.5% to +3.1% | 0.0% |
| Day +6 | 38 | +0.8% | -6.6% to +10.5% | 53% | -2.6% to +5.8% | 0.0% |
| Day +7 | 38 | +1.1% | -6.2% to +11.8% | 58% | -3.3% to +8.5% | 0.0% |
| Day +8 | 38 | -0.4% | -6.2% to +13.5% | 47% | -4.7% to +7.5% | 0.0% |
| Day +9 | 37 | +3.1% | -5.5% to +15.9% | 65% | +0.2% to +10.4% | +0.2% |
| Day +10 | 37 | +4.4% | -3.7% to +16.6% | 65% | +0.8% to +13.5% | +0.8% |
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 | 2% |
| Gamma max crosses | 7 |
| Delta neutral crosses | 30 |
| Prior-year sessions closer to gamma max | 21.0% of 252 |
| Prior-year sessions closer to delta neutral | 50.4% of 252 |
| Open interest percentile (1y) | 83th |
| Daily open interest change versus prior year | -1.45σ (-158,965 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +0.9% |
| Open interest change, 21 sessions | -9.5% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 146.25 vs 159.62 (-9.1%)
- closed above gamma max at 151.95 vs 151.82 (+0.1%)
- closed above delta neutral at 114.82 vs 114.14 (+0.6%)
- closed below delta neutral at 101.13 vs 116.32 (-15.0%)
- closed above delta neutral at 117.28 vs 111.34 (+5.1%)
- closed below delta neutral at 129.10 vs 142.22 (-10.2%)
- closed above delta neutral at 151.53 vs 147.63 (+2.6%)
- closed below delta neutral at 144.95 vs 145.74 (-0.5%)
- closed above delta neutral at 142.16 vs 140.67 (+1.0%)
- closed below delta neutral at 130.00 vs 135.31 (-4.1%)
In today's screens
Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/SOXL
Questions people ask about SOXL
Where is SOXL's gamma max today?
As of Oct 2, 2026, the gamma max for SOXL is 175.48, +7.2% from the 163.71 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: 163.71 against a delta neutral price of 144.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SOXL have?
1,378,803 contracts of open interest across 2,217 listed contracts on Oct 2, 2026, -10.3% 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.