# AMZN: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 251.52 |
| Delta neutral (USD/share) | 238.06 |
| Gamma neutral (USD/share) | 237.04 |
| Gamma max (USD/share) | 273.07 |
| Open interest (contracts) | 4,684,251 |
| Nearest-expiration max pain (USD/share) | 250.00 (2026-10-05) |
| All-expiration max pain (USD/share) | 245.00 |
| Net gamma exposure | 206,038,237 |
| Confirmed GEX flip (USD/share) | 237.04 |
| Call wall (USD/share) | 260.00 |
| Put wall (USD/share) | 250.00 |
| Put/call open-interest ratio | 0.69 |
| Options catalyst-intensity score (0–100) | 36.1 |
| Options directional score (-100 to +100) | -7.6 |
| IV rank | 27.0 |
| Front ATM IV | +26.0% |
| Front-minus-back IV | -10.9 pp |
| Front expected move | +2.4% |
| Front ATM straddle / spot | +1.3% |
| Front 25-delta risk reversal | 1.0 pp |
| Call OI change, 1 session | -83,994 contracts · -2.9% |
| Put OI change, 1 session | -35,206 contracts · -1.8% |
| Call minus put OI growth, 1 session | -1.1 pp |
| Call OI change, 5 sessions | +91,281 contracts · +3.4% |
| Put OI change, 5 sessions | +62,977 contracts · +3.4% |
| Call minus put OI growth, 5 sessions | -0.0 pp |
| Daily call OI change surprise | -0.60σ (252 prior changes) |
| Daily put OI change surprise | -0.44σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.60σ (252 prior changes) |
| Daily open interest change (contracts) | -119,200 |
| Daily open interest change z-score (prior 252) | -0.55σ (252 prior changes) |
| Gamma max distance from close | +8.6% |
| Delta neutral distance from close | -5.4% |
| Prior-year sessions closer to gamma max | 73.0% of 252 |
| Prior-year sessions closer to delta neutral | 34.9% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 13 | -0.4% | -0.9% to +0.6% | 31% | -0.9% to +0.6% | 0.0% |
| above | Day +3 | 13 | -0.3% | -1.7% to +1.2% | 46% | -1.7% to +1.2% | 0.0% |
| above | Day +5 | 13 | +0.2% | -1.2% to +1.5% | 62% | -1.2% to +1.5% | 0.0% |
| above | Day +10 | 13 | -1.3% | -3.9% to +1.1% | 31% | -3.9% to +1.1% | 0.0% |
| below | Day +1 | 13 | -0.5% | -0.9% to +0.5% | 31% | -0.9% to +0.5% | 0.0% |
| below | Day +3 | 13 | +0.5% | -1.1% to +1.5% | 54% | -1.1% to +1.5% | 0.0% |
| below | Day +5 | 13 | -0.4% | -2.7% to +3.0% | 46% | -2.7% to +3.0% | 0.0% |
| below | Day +10 | 13 | -1.7% | -3.1% to +1.3% | 38% | -3.1% 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/AMZN.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/AMZN.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/AMZN.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).