# ASML: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 1,867.31 |
| Delta neutral (USD/share) | 1,693.55 |
| Gamma neutral (USD/share) | 1,746.81 |
| Gamma max (USD/share) | 1,956.66 |
| Open interest (contracts) | 166,080 |
| Nearest-expiration max pain (USD/share) | 1,740.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 1,600.00 |
| Net gamma exposure | 4,662,952 |
| Confirmed GEX flip (USD/share) | 1,746.81 |
| Call wall (USD/share) | 2,000.00 |
| Put wall (USD/share) | 1,700.00 |
| Put/call open-interest ratio | 1.12 |
| Options catalyst-intensity score (0–100) | 44.9 |
| Options directional score (-100 to +100) | -21.9 |
| IV rank | 94.3 |
| Front ATM IV | +39.6% |
| Front-minus-back IV | -5.4 pp |
| Front expected move | +5.5% |
| Front ATM straddle / spot | +3.9% |
| Front 25-delta risk reversal | 1.0 pp |
| Call OI change, 1 session | -7,513 contracts · -8.8% |
| Put OI change, 1 session | -6,562 contracts · -7.0% |
| Call minus put OI growth, 1 session | -1.8 pp |
| Call OI change, 5 sessions | +2,009 contracts · +2.6% |
| Put OI change, 5 sessions | +2,485 contracts · +2.9% |
| Call minus put OI growth, 5 sessions | -0.3 pp |
| Daily call OI change surprise | -1.05σ (252 prior changes) |
| Daily put OI change surprise | -0.72σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.52σ (252 prior changes) |
| Daily open interest change (contracts) | -14,075 |
| Daily open interest change z-score (prior 252) | -0.88σ (252 prior changes) |
| Gamma max distance from close | +4.8% |
| Delta neutral distance from close | -9.3% |
| Prior-year sessions closer to gamma max | 18.7% of 252 |
| Prior-year sessions closer to delta neutral | 87.3% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 24 | -0.1% | -1.3% to +1.1% | 46% | -0.4% to +1.1% | 0.0% |
| above | Day +3 | 24 | -0.2% | -2.6% to +2.1% | 46% | -2.5% to +1.7% | 0.0% |
| above | Day +5 | 24 | +0.6% | -2.8% to +2.3% | 50% | -2.2% to +1.8% | 0.0% |
| above | Day +10 | 24 | +1.9% | -2.7% to +8.1% | 58% | -2.1% to +4.4% | 0.0% |
| below | Day +1 | 22 | -0.2% | -1.1% to +1.6% | 41% | -1.0% to +1.1% | 0.0% |
| below | Day +3 | 22 | -0.6% | -2.5% to +2.3% | 45% | -2.5% to +1.6% | 0.0% |
| below | Day +5 | 22 | +0.4% | -3.1% to +2.2% | 55% | -2.1% to +2.1% | 0.0% |
| below | Day +10 | 22 | +1.3% | -1.6% to +6.8% | 55% | -1.4% to +5.9% | 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/ASML.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/ASML.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/ASML.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).