# CLF: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 11.32 |
| Delta neutral (USD/share) | 10.70 |
| Gamma neutral (USD/share) | 9.71 |
| Gamma max (USD/share) | 13.56 |
| Open interest (contracts) | 668,573 |
| Nearest-expiration max pain (USD/share) | 12.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 11.00 |
| Net gamma exposure | 13,203,682 |
| Confirmed GEX flip (USD/share) | 9.71 |
| Call wall (USD/share) | 13.00 |
| Put wall (USD/share) | 11.00 |
| Put/call open-interest ratio | 0.62 |
| Options catalyst-intensity score (0–100) | 57.6 |
| Options directional score (-100 to +100) | 13.0 |
| IV rank | 88.7 |
| Front ATM IV | +59.9% |
| Front-minus-back IV | -9.2 pp |
| Front expected move | +8.3% |
| Front ATM straddle / spot | +6.4% |
| Front 25-delta risk reversal | -7.1 pp |
| Call OI change, 1 session | -9,028 contracts · -2.1% |
| Put OI change, 1 session | -17,151 contracts · -6.3% |
| Call minus put OI growth, 1 session | +4.1 pp |
| Call OI change, 5 sessions | +24,201 contracts · +6.2% |
| Put OI change, 5 sessions | +22,455 contracts · +9.6% |
| Call minus put OI growth, 5 sessions | -3.4 pp |
| Daily call OI change surprise | -0.28σ (252 prior changes) |
| Daily put OI change surprise | -1.11σ (252 prior changes) |
| Daily call-minus-put growth surprise | +1.35σ (252 prior changes) |
| Daily open interest change (contracts) | -26,179 |
| Daily open interest change z-score (prior 252) | -0.57σ (252 prior changes) |
| Gamma max distance from close | +19.8% |
| Delta neutral distance from close | -5.5% |
| Prior-year sessions closer to gamma max | 75.0% of 252 |
| Prior-year sessions closer to delta neutral | 21.4% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 47 | -0.8% | -1.7% to +1.0% | 40% | -1.0% to +0.1% | 0.0% |
| above | Day +3 | 47 | -0.8% | -5.0% to +2.0% | 38% | -3.2% to +0.2% | 0.0% |
| above | Day +5 | 47 | -1.6% | -4.6% to +3.2% | 40% | -3.1% to +0.4% | 0.0% |
| above | Day +10 | 47 | -0.9% | -6.5% to +8.4% | 45% | -4.8% to +1.6% | 0.0% |
| below | Day +1 | 48 | +0.6% | -0.9% to +2.1% | 67% | +0.2% to +1.8% | +0.2% |
| below | Day +3 | 48 | -1.0% | -3.7% to +2.0% | 38% | -2.6% to +0.2% | 0.0% |
| below | Day +5 | 48 | -1.4% | -4.7% to +4.4% | 35% | -3.3% to -0.6% | -0.6% |
| below | Day +10 | 48 | -1.8% | -7.1% to +8.4% | 40% | -4.4% to +3.2% | 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/CLF.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/CLF.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/CLF.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).