# AGNC: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 8.79 |
| Delta neutral (USD/share) | 9.63 |
| Gamma neutral (USD/share) | 10.23 |
| Gamma max (USD/share) | 11.49 |
| Open interest (contracts) | 675,978 |
| Nearest-expiration max pain (USD/share) | 9.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 10.00 |
| Net gamma exposure | -76,448,406 |
| Confirmed GEX flip (USD/share) | 10.23 |
| Call wall (USD/share) | 10.00 |
| Put wall (USD/share) | 9.00 |
| Put/call open-interest ratio | 1.25 |
| Options catalyst-intensity score (0–100) | 63.5 |
| Options directional score (-100 to +100) | -30.7 |
| IV rank | 100.0 |
| Front ATM IV | +31.0% |
| Front-minus-back IV | 1.4 pp |
| Front expected move | +4.3% |
| Front ATM straddle / spot | +3.6% |
| Front 25-delta risk reversal | 3.1 pp |
| Call OI change, 1 session | +7,168 contracts · +2.4% |
| Put OI change, 1 session | -22,249 contracts · -5.6% |
| Call minus put OI growth, 1 session | +8.0 pp |
| Call OI change, 5 sessions | +70,048 contracts · +30.4% |
| Put OI change, 5 sessions | +65,460 contracts · +21.1% |
| Call minus put OI growth, 5 sessions | +9.3 pp |
| Daily call OI change surprise | +0.49σ (252 prior changes) |
| Daily put OI change surprise | -0.97σ (252 prior changes) |
| Daily call-minus-put growth surprise | +1.46σ (252 prior changes) |
| Daily open interest change (contracts) | -15,081 |
| Daily open interest change z-score (prior 252) | -0.44σ (252 prior changes) |
| Gamma max distance from close | +30.7% |
| Delta neutral distance from close | +9.6% |
| Prior-year sessions closer to gamma max | 99.6% of 252 |
| Prior-year sessions closer to delta neutral | 98.8% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 11 | +0.3% | +0.3% to +0.6% | 82% | +0.3% to +0.6% | +0.3% |
| above | Day +3 | 11 | +0.4% | -0.3% to +1.0% | 73% | -0.7% to +1.0% | 0.0% |
| above | Day +5 | 11 | +0.1% | -1.8% to +1.2% | 55% | -2.0% to +1.4% | 0.0% |
| above | Day +10 | 11 | +0.9% | +0.3% to +1.5% | 73% | 0.0% to +1.9% | 0.0% |
| below | Day +1 | 10 | +0.4% | -0.1% to +0.6% | 60% | -1.0% to +0.7% | 0.0% |
| below | Day +3 | 10 | +0.1% | -2.1% to +0.8% | 50% | -2.4% to +1.7% | 0.0% |
| below | Day +5 | 10 | +0.3% | -2.2% to +0.5% | 60% | -3.3% to +0.9% | 0.0% |
| below | Day +10 | 10 | +1.5% | +1.1% to +2.6% | 80% | -3.0% to +3.6% | 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/AGNC.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/AGNC.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/AGNC.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).