# C: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 128.50 |
| Delta neutral (USD/share) | 127.44 |
| Gamma neutral (USD/share) | 131.43 |
| Gamma max (USD/share) | 145.21 |
| Open interest (contracts) | 1,084,940 |
| Nearest-expiration max pain (USD/share) | 129.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 120.00 |
| Net gamma exposure | -18,196,406 |
| Confirmed GEX flip (USD/share) | 131.43 |
| Call wall (USD/share) | 135.00 |
| Put wall (USD/share) | 120.00 |
| Put/call open-interest ratio | 1.40 |
| Options catalyst-intensity score (0–100) | 51.3 |
| Options directional score (-100 to +100) | -27.7 |
| IV rank | 65.2 |
| Front ATM IV | +30.5% |
| Front-minus-back IV | -1.0 pp |
| Front expected move | +4.2% |
| Front ATM straddle / spot | +3.0% |
| Front 25-delta risk reversal | 1.9 pp |
| Call OI change, 1 session | +1,937 contracts · +0.4% |
| Put OI change, 1 session | +15,211 contracts · +2.5% |
| Call minus put OI growth, 1 session | -2.0 pp |
| Call OI change, 5 sessions | +26,861 contracts · +6.3% |
| Put OI change, 5 sessions | +32,982 contracts · +5.5% |
| Call minus put OI growth, 5 sessions | +0.8 pp |
| Daily call OI change surprise | +0.08σ (252 prior changes) |
| Daily put OI change surprise | +0.50σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.83σ (252 prior changes) |
| Daily open interest change (contracts) | 17,148 |
| Daily open interest change z-score (prior 252) | +0.29σ (252 prior changes) |
| Gamma max distance from close | +13.0% |
| Delta neutral distance from close | -0.8% |
| Prior-year sessions closer to gamma max | 95.2% of 252 |
| Prior-year sessions closer to delta neutral | 2.0% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 24 | +0.3% | -1.2% to +1.0% | 58% | -0.9% to +0.8% | 0.0% |
| above | Day +3 | 24 | +1.4% | +0.1% to +2.3% | 75% | +0.3% to +2.0% | +0.3% |
| above | Day +5 | 24 | +2.2% | -0.6% to +3.7% | 63% | -0.2% to +2.8% | 0.0% |
| above | Day +10 | 24 | +2.3% | -0.5% to +5.1% | 67% | -0.2% to +5.0% | 0.0% |
| below | Day +1 | 24 | +0.8% | -0.2% to +1.8% | 71% | +0.3% to +1.5% | +0.3% |
| below | Day +3 | 24 | +0.6% | -0.5% to +2.1% | 63% | -0.4% to +1.8% | 0.0% |
| below | Day +5 | 24 | +0.1% | -1.4% to +3.5% | 54% | -1.0% to +3.3% | 0.0% |
| below | Day +10 | 24 | +0.0% | -2.4% to +5.6% | 50% | -2.2% to +3.7% | 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/C.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/C.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/C.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).