# AUR: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 5.67 |
| Delta neutral (USD/share) | 3.09 |
| Gamma neutral (USD/share) | 5.67 |
| Gamma max (USD/share) | 6.44 |
| Open interest (contracts) | 569,939 |
| Nearest-expiration max pain (USD/share) | 5.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 5.00 |
| Net gamma exposure | 24,709,619 |
| Call wall (USD/share) | 7.00 |
| Put wall (USD/share) | 5.00 |
| Put/call open-interest ratio | 0.15 |
| Options catalyst-intensity score (0–100) | 49.0 |
| Options directional score (-100 to +100) | 1.9 |
| IV rank | 94.2 |
| Front ATM IV | +70.2% |
| Front-minus-back IV | -10.3 pp |
| Front expected move | +9.7% |
| Front ATM straddle / spot | +7.5% |
| Front 25-delta risk reversal | 13.5 pp |
| Call OI change, 1 session | -7,122 contracts · -1.4% |
| Put OI change, 1 session | -3,963 contracts · -5.2% |
| Call minus put OI growth, 1 session | +3.8 pp |
| Call OI change, 5 sessions | +13,584 contracts · +2.8% |
| Put OI change, 5 sessions | +10,497 contracts · +16.9% |
| Call minus put OI growth, 5 sessions | -14.1 pp |
| Daily call OI change surprise | -0.81σ (252 prior changes) |
| Daily put OI change surprise | -1.37σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.95σ (252 prior changes) |
| Daily open interest change (contracts) | -11,085 |
| Daily open interest change z-score (prior 252) | -1.01σ (252 prior changes) |
| Gamma max distance from close | +13.6% |
| Delta neutral distance from close | -45.4% |
| Prior-year sessions closer to gamma max | 66.3% of 252 |
| Prior-year sessions closer to delta neutral | 48.0% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 26 | -1.2% | -4.4% to +0.6% | 27% | -4.0% to 0.0% | 0.0% |
| above | Day +3 | 26 | -3.3% | -6.3% to +3.3% | 27% | -6.1% to -1.5% | -1.5% |
| above | Day +5 | 26 | -3.0% | -10.0% to +6.6% | 38% | -6.9% to +2.1% | 0.0% |
| above | Day +10 | 26 | -4.4% | -14.8% to +7.6% | 46% | -13.7% to +3.0% | 0.0% |
| below | Day +1 | 23 | +0.2% | -4.0% to +4.4% | 52% | -2.5% to +4.0% | 0.0% |
| below | Day +3 | 23 | +1.6% | -4.4% to +6.8% | 57% | -2.6% to +6.4% | 0.0% |
| below | Day +5 | 23 | +0.3% | -4.4% to +4.5% | 57% | -4.0% to +3.6% | 0.0% |
| below | Day +10 | 23 | -5.3% | -9.5% to +5.8% | 43% | -8.4% to +3.8% | 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/AUR.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/AUR.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/AUR.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).