# SOXS: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 29.71 |
| Delta neutral (USD/share) | 32.07 |
| Gamma neutral (USD/share) | 28.54 |
| Gamma max (USD/share) | 37.72 |
| Open interest (contracts) | 140,659 |
| Nearest-expiration max pain (USD/share) | 33.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 37.00 |
| Net gamma exposure | 628,233 |
| Confirmed GEX flip (USD/share) | 28.54 |
| Call wall (USD/share) | 35.00 |
| Put wall (USD/share) | 30.00 |
| Put/call open-interest ratio | 0.67 |
| Options catalyst-intensity score (0–100) | 49.0 |
| Options directional score (-100 to +100) | -9.4 |
| IV rank | 100.0 |
| Front ATM IV | +89.3% |
| Front-minus-back IV | -31.2 pp |
| Front expected move | +12.4% |
| Front ATM straddle / spot | +9.1% |
| Front 25-delta risk reversal | 6.3 pp |
| Call OI change, 1 session | -36,279 contracts · -30.1% |
| Put OI change, 1 session | -11,132 contracts · -16.5% |
| Call minus put OI growth, 1 session | -13.5 pp |
| Call OI change, 5 sessions | +7,069 contracts · +9.1% |
| Put OI change, 5 sessions | +1,124 contracts · +2.0% |
| Call minus put OI growth, 5 sessions | +7.1 pp |
| Daily call OI change surprise | -0.76σ (250 prior changes) |
| Daily put OI change surprise | -0.70σ (250 prior changes) |
| Daily call-minus-put growth surprise | -0.86σ (250 prior changes) |
| Daily open interest change (contracts) | -47,411 |
| Daily open interest change z-score (prior 252) | -0.54σ (252 prior changes) |
| Gamma max distance from close | +26.9% |
| Delta neutral distance from close | +7.9% |
| Prior-year sessions closer to gamma max | 84.1% of 252 |
| Prior-year sessions closer to delta neutral | 34.5% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 70 | -1.3% | -5.9% to +1.8% | 40% | -2.8% to +0.1% | 0.0% |
| above | Day +3 | 70 | -2.0% | -10.8% to +3.9% | 36% | -4.8% to -0.3% | -0.3% |
| above | Day +5 | 70 | -6.0% | -10.7% to +2.9% | 37% | -8.4% to -2.3% | -2.3% |
| above | Day +10 | 70 | -5.6% | -16.0% to +6.8% | 36% | -8.2% to -0.5% | -0.5% |
| below | Day +1 | 74 | -0.8% | -4.0% to +3.9% | 45% | -2.2% to +0.7% | 0.0% |
| below | Day +3 | 74 | +0.6% | -7.7% to +5.9% | 50% | -2.8% to +2.9% | 0.0% |
| below | Day +5 | 74 | -4.8% | -9.2% to +3.7% | 36% | -6.7% to -0.2% | -0.2% |
| below | Day +10 | 74 | -1.6% | -11.6% to +11.9% | 46% | -4.8% to +1.3% | 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/SOXS.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/SOXS.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/SOXS.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).