# AEHR: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 107.21 |
| Delta neutral (USD/share) | 88.09 |
| Gamma neutral (USD/share) | 92.13 |
| Gamma max (USD/share) | 118.58 |
| Open interest (contracts) | 122,029 |
| Nearest-expiration max pain (USD/share) | 95.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 50.00 |
| Net gamma exposure | 1,258,581 |
| Confirmed GEX flip (USD/share) | 92.13 |
| Call wall (USD/share) | 110.00 |
| Put wall (USD/share) | 100.00 |
| Put/call open-interest ratio | 0.90 |
| Options catalyst-intensity score (0–100) | 56.8 |
| Options directional score (-100 to +100) | 4.5 |
| IV rank | 68.8 |
| Front ATM IV | +100.9% |
| Front-minus-back IV | -10.0 pp |
| Front expected move | +14.0% |
| Front ATM straddle / spot | +10.5% |
| Front 25-delta risk reversal | -9.8 pp |
| Call OI change, 1 session | -7,303 contracts · -10.2% |
| Put OI change, 1 session | -3,899 contracts · -6.3% |
| Call minus put OI growth, 1 session | -3.9 pp |
| Call OI change, 5 sessions | -234 contracts · -0.4% |
| Put OI change, 5 sessions | +2,932 contracts · +5.4% |
| Call minus put OI growth, 5 sessions | -5.7 pp |
| Daily call OI change surprise | -1.83σ (252 prior changes) |
| Daily put OI change surprise | -1.27σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.82σ (252 prior changes) |
| Daily open interest change (contracts) | -11,202 |
| Daily open interest change z-score (prior 252) | -1.66σ (252 prior changes) |
| Gamma max distance from close | +10.6% |
| Delta neutral distance from close | -17.8% |
| Prior-year sessions closer to gamma max | 39.7% of 252 |
| Prior-year sessions closer to delta neutral | 33.3% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 28 | +3.3% | -1.2% to +7.7% | 71% | +2.2% to +5.2% | +2.2% |
| above | Day +3 | 28 | +5.1% | -4.7% to +14.8% | 61% | -3.3% to +8.2% | 0.0% |
| above | Day +5 | 28 | +2.1% | -5.3% to +16.5% | 57% | -2.9% to +8.9% | 0.0% |
| above | Day +10 | 28 | +5.7% | -5.6% to +18.0% | 68% | +1.4% to +12.3% | +1.4% |
| below | Day +1 | 29 | +1.7% | -2.2% to +5.7% | 55% | -1.9% to +3.9% | 0.0% |
| below | Day +3 | 29 | +0.5% | -4.4% to +7.8% | 52% | -3.9% to +4.0% | 0.0% |
| below | Day +5 | 29 | +2.6% | -5.4% to +5.9% | 59% | -1.6% to +5.6% | 0.0% |
| below | Day +10 | 29 | +4.1% | -6.7% to +18.2% | 66% | -3.1% to +11.0% | 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/AEHR.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/AEHR.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/AEHR.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).