# CPER: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 39.52 |
| Delta neutral (USD/share) | 34.06 |
| Gamma neutral (USD/share) | 23.90 |
| Gamma max (USD/share) | 42.34 |
| Open interest (contracts) | 101,436 |
| Nearest-expiration max pain (USD/share) | 39.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 35.00 |
| Net gamma exposure | 8,088,372 |
| Confirmed GEX flip (USD/share) | 23.90 |
| Call wall (USD/share) | 40.00 |
| Put wall (USD/share) | 40.00 |
| Put/call open-interest ratio | 0.27 |
| Options catalyst-intensity score (0–100) | 54.2 |
| Options directional score (-100 to +100) | 40.6 |
| IV rank | 19.5 |
| Front ATM IV | +25.4% |
| Front-minus-back IV | -0.0 pp |
| Front expected move | +5.0% |
| Front ATM straddle / spot | +3.9% |
| Front 25-delta risk reversal | -178.2 pp |
| Call OI change, 1 session | +1,055 contracts · +1.3% |
| Put OI change, 1 session | -114 contracts · -0.5% |
| Call minus put OI growth, 1 session | +1.9 pp |
| Call OI change, 5 sessions | +3,336 contracts · +4.3% |
| Put OI change, 5 sessions | +1,169 contracts · +5.8% |
| Call minus put OI growth, 5 sessions | -1.5 pp |
| Daily call OI change surprise | +0.21σ (252 prior changes) |
| Daily put OI change surprise | -0.15σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.39σ (252 prior changes) |
| Daily open interest change (contracts) | 941 |
| Daily open interest change z-score (prior 252) | +0.13σ (252 prior changes) |
| Gamma max distance from close | +7.1% |
| Delta neutral distance from close | -13.8% |
| Prior-year sessions closer to gamma max | 89.7% of 252 |
| Prior-year sessions closer to delta neutral | 0.4% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 46 | -0.1% | -0.5% to +0.6% | 43% | -0.3% to +0.2% | 0.0% |
| above | Day +3 | 46 | -0.4% | -1.9% to +1.9% | 48% | -0.8% to +1.3% | 0.0% |
| above | Day +5 | 46 | +0.1% | -2.1% to +2.9% | 50% | -1.1% to +1.5% | 0.0% |
| above | Day +10 | 46 | -0.6% | -2.5% to +5.3% | 46% | -1.7% to +4.1% | 0.0% |
| below | Day +1 | 44 | +0.0% | -1.4% to +1.0% | 50% | -0.2% to +0.7% | 0.0% |
| below | Day +3 | 44 | -0.2% | -1.4% to +1.5% | 43% | -1.0% to +0.3% | 0.0% |
| below | Day +5 | 44 | +0.5% | -2.3% to +2.6% | 52% | -1.0% to +1.6% | 0.0% |
| below | Day +10 | 44 | +0.2% | -2.1% to +5.0% | 55% | -1.0% to +1.9% | 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/CPER.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/CPER.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/CPER.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).