Data through close

SOXY max pain, gamma exposure (GEX) & options open interest

As of close · rank #4858 by open interest · snapshot page

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SOXY's nearest-expiration max pain is 94.00 for 2026-10-16, its GEX flip is 92.98, net GEX is 1,925, its put/call open-interest ratio is 0.97. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
99.81
prev 97.80
Gamma max
110.48
+10.7% from close
Delta neutral
91.97
-7.9% from close
Gamma neutral
92.98
-6.8% from close
Open interest
73
-12.0% vs prev
Contracts listed
28
18 calls · 11 puts

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.

Nearest max pain
94.00
-5.8% from close
2026-10-16
GEX flip
92.98
-6.8% from close
Net GEX
1,925
2,636,763 per 100k OI
Call wall
95.00
-4.8% from close
Put wall
94.00
-5.8% from close
Put/call OI
0.97
36 puts / 37 calls

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.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
9.1
within trailing 52-week range
Front / back ATM IV
+39.6% / +37.6%
2.0 pp front premium
Expected move
+7.8%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.05
4 contracts traded
Normalized net delta
0.181
option-holder convention
Modeled dealer delta
-0.176
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
0.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SOXY closed 10.7% below its gamma max of 110.48. It is 7.9% above the delta neutral price of 91.97. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 73, -12.0% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

Neighbours by open interest

← MSFW (#4857) BANR (#4859) →

Questions people ask about SOXY

Where is SOXY's gamma max today?

As of Oct 2, 2026, the gamma max for SOXY is 110.48, +10.7% from the 99.81 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 SOXY above or below its delta neutral price?

SOXY closed above delta neutral: 99.81 against a delta neutral price of 91.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SOXY have?

73 contracts of open interest across 28 listed contracts on Oct 2, 2026, -12.0% 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.