# COHR: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 337.04 |
| Delta neutral (USD/share) | 306.56 |
| Gamma neutral (USD/share) | 315.18 |
| Gamma max (USD/share) | 373.35 |
| Open interest (contracts) | 241,476 |
| Nearest-expiration max pain (USD/share) | 290.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 300.00 |
| Net gamma exposure | 2,343,855 |
| Confirmed GEX flip (USD/share) | 315.18 |
| Call wall (USD/share) | 320.00 |
| Put wall (USD/share) | 300.00 |
| Put/call open-interest ratio | 1.42 |
| Options catalyst-intensity score (0–100) | 48.9 |
| Options directional score (-100 to +100) | -19.4 |
| IV rank | 58.7 |
| Front ATM IV | +70.8% |
| Front-minus-back IV | -6.1 pp |
| Front expected move | +9.8% |
| Front ATM straddle / spot | +7.2% |
| Front 25-delta risk reversal | -0.2 pp |
| Call OI change, 1 session | -8,987 contracts · -8.3% |
| Put OI change, 1 session | -11,546 contracts · -7.5% |
| Call minus put OI growth, 1 session | -0.7 pp |
| Call OI change, 5 sessions | +7,832 contracts · +8.5% |
| Put OI change, 5 sessions | +7,461 contracts · +5.6% |
| Call minus put OI growth, 5 sessions | +3.0 pp |
| Daily call OI change surprise | -1.29σ (252 prior changes) |
| Daily put OI change surprise | -1.48σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.07σ (252 prior changes) |
| Daily open interest change (contracts) | -20,533 |
| Daily open interest change z-score (prior 252) | -1.43σ (252 prior changes) |
| Gamma max distance from close | +10.8% |
| Delta neutral distance from close | -9.0% |
| Prior-year sessions closer to gamma max | 46.4% of 252 |
| Prior-year sessions closer to delta neutral | 35.7% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 31 | -0.2% | -1.7% to +1.3% | 48% | -0.8% to +1.0% | 0.0% |
| above | Day +3 | 31 | +0.1% | -5.1% to +4.7% | 52% | -1.3% to +3.2% | 0.0% |
| above | Day +5 | 31 | +1.1% | -4.7% to +5.6% | 58% | -3.0% to +4.4% | 0.0% |
| above | Day +10 | 31 | -0.3% | -3.9% to +8.7% | 48% | -1.1% to +4.9% | 0.0% |
| below | Day +1 | 28 | -0.7% | -2.4% to +1.6% | 43% | -2.2% to +0.7% | 0.0% |
| below | Day +3 | 28 | -0.9% | -8.1% to +2.9% | 39% | -2.9% to +0.7% | 0.0% |
| below | Day +5 | 28 | +0.0% | -4.8% to +5.0% | 50% | -3.7% to +3.8% | 0.0% |
| below | Day +10 | 28 | +3.3% | -5.1% to +8.6% | 61% | -1.7% to +6.4% | 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/COHR.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/COHR.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/COHR.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).