# CRON: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 3.22 |
| Delta neutral (USD/share) | 0.84 |
| Gamma neutral (USD/share) | 2.42 |
| Gamma max (USD/share) | 2.88 |
| Open interest (contracts) | 105,383 |
| Nearest-expiration max pain (USD/share) | 3.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 2.00 |
| Net gamma exposure | 8,617,905 |
| Confirmed GEX flip (USD/share) | 2.42 |
| Call wall (USD/share) | 3.00 |
| Put wall (USD/share) | 3.00 |
| Put/call open-interest ratio | 0.03 |
| Options catalyst-intensity score (0–100) | 42.8 |
| Options directional score (-100 to +100) | 4.8 |
| IV rank | 52.7 |
| Front ATM IV | – |
| Front-minus-back IV | – pp |
| Front expected move | – |
| Front ATM straddle / spot | – |
| Front 25-delta risk reversal | 13.4 pp |
| Call OI change, 1 session | +117 contracts · +0.1% |
| Put OI change, 1 session | +7 contracts · +0.2% |
| Call minus put OI growth, 1 session | -0.1 pp |
| Call OI change, 5 sessions | +506 contracts · +0.5% |
| Put OI change, 5 sessions | +43 contracts · +1.3% |
| Call minus put OI growth, 5 sessions | -0.8 pp |
| Daily call OI change surprise | +0.04σ (252 prior changes) |
| Daily put OI change surprise | +0.07σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.01σ (252 prior changes) |
| Daily open interest change (contracts) | 124 |
| Daily open interest change z-score (prior 252) | +0.05σ (252 prior changes) |
| Gamma max distance from close | -10.7% |
| Delta neutral distance from close | -74.0% |
| Prior-year sessions closer to gamma max | 52.8% of 252 |
| Prior-year sessions closer to delta neutral | 89.3% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 28 | -1.0% | -3.5% to +1.1% | 29% | -2.2% to 0.0% | 0.0% |
| above | Day +3 | 28 | 0.0% | -3.9% to +2.2% | 46% | -2.4% to +1.0% | 0.0% |
| above | Day +5 | 28 | -1.2% | -4.6% to +4.8% | 46% | -3.4% to +1.8% | 0.0% |
| above | Day +10 | 28 | -2.3% | -9.0% to +4.9% | 39% | -7.8% to +2.2% | 0.0% |
| below | Day +1 | 29 | +0.5% | -2.2% to +2.8% | 52% | -1.0% to +1.6% | 0.0% |
| below | Day +3 | 28 | +0.8% | -1.8% to +4.7% | 57% | -0.7% to +2.0% | 0.0% |
| below | Day +5 | 28 | +0.3% | -2.3% to +3.5% | 50% | -1.4% to +2.3% | 0.0% |
| below | Day +10 | 28 | -1.1% | -5.8% to +6.2% | 39% | -3.7% to +1.8% | 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/CRON.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/CRON.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/CRON.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).