SOXX gamma max, delta neutral & open interest levels
As of close · rank #198 by open interest · 1,379 sessions of history since Dec 1, 2020
SOXX closed 9.4% below its gamma max of 576.23. It is 0.2% below the delta neutral price of 527.60. Total open interest is 556,710, -4.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 23 |
| Open interest percentile (1y) | 95th |
| Open interest change, 5 sessions | -3.9% |
| Open interest change, 21 sessions | -1.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 517.43 vs 522.69 (-1.0%)
- closed above delta neutral at 528.40 vs 525.41 (+0.6%)
- closed below delta neutral at 531.39 vs 532.03 (-0.1%)
- closed above delta neutral at 542.21 vs 522.98 (+3.5%)
- closed below delta neutral at 555.52 vs 555.83 (-0.1%)
- closed above delta neutral at 552.69 vs 548.01 (+0.8%)
- closed below delta neutral at 553.61 vs 566.77 (-2.4%)
- closed above delta neutral at 581.70 vs 572.98 (+1.5%)
- closed below delta neutral at 599.29 vs 604.78 (-0.9%)
- closed above delta neutral at 586.79 vs 566.11 (+3.5%)
In today's screens
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Neighbours by open interest
Questions people ask about SOXX
Where is SOXX's gamma max today?
As of Sep 11, 2026, the gamma max for SOXX is 576.23, +9.4% from the 526.50 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 SOXX above or below its delta neutral price?
SOXX closed below delta neutral: 526.50 against a delta neutral price of 527.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SOXX have?
556,710 contracts of open interest across 3,263 listed contracts on Sep 11, 2026, -4.5% 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.