SOXS gamma max, delta neutral & open interest levels
As of close · rank #660 by open interest · 1,378 sessions of history since Dec 1, 2020
SOXS closed 17.1% below its gamma max of 51.68. It is 10.1% above the delta neutral price of 39.67. Total open interest is 100,629, -23.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 8% |
| Gamma max crosses | 30 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 10th |
| Open interest change, 5 sessions | -10.5% |
| Open interest change, 21 sessions | +11.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 53.92 vs 66.15 (-22.7%)
- closed above gamma max at 62.87 vs 60.73 (+3.4%)
- closed below gamma max at 53.99 vs 58.74 (-8.8%)
- closed above gamma max at 52.02 vs 37.00 (+28.9%)
- closed below gamma max at 4.17 vs 4.34 (-4.1%)
- closed above gamma max at 3.86 vs 3.50 (+9.3%)
- closed below gamma max at 3.72 vs 4.17 (-12.2%)
- closed above gamma max at 4.24 vs 3.86 (+9.0%)
- closed below gamma max at 4.08 vs 4.30 (-5.4%)
- closed above gamma max at 4.04 vs 3.81 (+5.6%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about SOXS
Where is SOXS's gamma max today?
As of Sep 11, 2026, the gamma max for SOXS is 51.68, +17.1% from the 44.14 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 SOXS above or below its delta neutral price?
SOXS closed above delta neutral: 44.14 against a delta neutral price of 39.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SOXS have?
100,629 contracts of open interest across 912 listed contracts on Sep 11, 2026, -23.0% 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.