# CORN: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 18.85 |
| Delta neutral (USD/share) | 2.30 |
| Gamma neutral (USD/share) | 18.85 |
| Gamma max (USD/share) | 19.95 |
| Open interest (contracts) | 129,041 |
| Nearest-expiration max pain (USD/share) | 20.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 18.00 |
| Net gamma exposure | 17,267,957 |
| Call wall (USD/share) | 20.00 |
| Put wall (USD/share) | 19.00 |
| Put/call open-interest ratio | 0.05 |
| Options catalyst-intensity score (0–100) | 53.5 |
| Options directional score (-100 to +100) | 39.6 |
| IV rank | 100.0 |
| Front ATM IV | +21.5% |
| Front-minus-back IV | 3.9 pp |
| Front expected move | +4.2% |
| Front ATM straddle / spot | +3.0% |
| Front 25-delta risk reversal | -12.9 pp |
| Call OI change, 1 session | +254 contracts · +0.2% |
| Put OI change, 1 session | -228 contracts · -3.3% |
| Call minus put OI growth, 1 session | +3.5 pp |
| Call OI change, 5 sessions | +1,518 contracts · +1.3% |
| Put OI change, 5 sessions | -705 contracts · -9.6% |
| Call minus put OI growth, 5 sessions | +10.9 pp |
| Daily call OI change surprise | -0.02σ (252 prior changes) |
| Daily put OI change surprise | -0.53σ (252 prior changes) |
| Daily call-minus-put growth surprise | — (148 prior changes) |
| Daily open interest change (contracts) | 26 |
| Daily open interest change z-score (prior 252) | -0.04σ (252 prior changes) |
| Gamma max distance from close | +5.8% |
| Delta neutral distance from close | -87.8% |
| Prior-year sessions closer to gamma max | 75.8% of 252 |
| Prior-year sessions closer to delta neutral | 92.9% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 44 | +0.1% | -0.7% to +1.1% | 57% | -0.2% to +0.6% | 0.0% |
| above | Day +3 | 44 | +0.7% | -0.9% to +1.9% | 61% | -0.2% to +1.4% | 0.0% |
| above | Day +5 | 44 | +0.5% | -0.8% to +2.3% | 64% | +0.1% to +1.6% | +0.1% |
| above | Day +10 | 44 | +1.2% | -1.6% to +4.2% | 66% | +0.2% to +2.5% | +0.2% |
| below | Day +1 | 46 | +0.5% | -0.4% to +1.0% | 63% | 0.0% to +0.9% | 0.0% |
| below | Day +3 | 46 | +1.0% | -1.4% to +2.4% | 57% | -0.7% to +1.9% | 0.0% |
| below | Day +5 | 46 | +0.3% | -1.9% to +3.2% | 57% | -1.0% to +1.8% | 0.0% |
| below | Day +10 | 46 | +1.1% | -1.8% to +4.4% | 61% | -0.7% to +2.7% | 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/CORN.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/CORN.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/CORN.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).