# CRWD: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 270.04 |
| Delta neutral (USD/share) | 228.62 |
| Gamma neutral (USD/share) | 240.98 |
| Gamma max (USD/share) | 285.10 |
| Open interest (contracts) | 1,196,710 |
| Nearest-expiration max pain (USD/share) | 250.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 150.00 |
| Net gamma exposure | 16,664,787 |
| Confirmed GEX flip (USD/share) | 240.98 |
| Call wall (USD/share) | 300.00 |
| Put wall (USD/share) | 250.00 |
| Put/call open-interest ratio | 0.96 |
| Options catalyst-intensity score (0–100) | 39.6 |
| Options directional score (-100 to +100) | -16.4 |
| IV rank | 13.0 |
| Front ATM IV | +50.1% |
| Front-minus-back IV | -3.5 pp |
| Front expected move | +6.9% |
| Front ATM straddle / spot | +5.2% |
| Front 25-delta risk reversal | 0.9 pp |
| Call OI change, 1 session | -28,987 contracts · -4.5% |
| Put OI change, 1 session | -34,939 contracts · -5.6% |
| Call minus put OI growth, 1 session | +1.1 pp |
| Call OI change, 5 sessions | +9,467 contracts · +1.6% |
| Put OI change, 5 sessions | +15,146 contracts · +2.7% |
| Call minus put OI growth, 5 sessions | -1.1 pp |
| Daily call OI change surprise | -0.80σ (252 prior changes) |
| Daily put OI change surprise | -0.95σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.66σ (252 prior changes) |
| Daily open interest change (contracts) | -63,926 |
| Daily open interest change z-score (prior 252) | -0.88σ (252 prior changes) |
| Gamma max distance from close | +5.6% |
| Delta neutral distance from close | -15.3% |
| Prior-year sessions closer to gamma max | 31.7% of 252 |
| Prior-year sessions closer to delta neutral | 86.5% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 18 | -0.2% | -1.4% to +1.6% | 44% | -1.2% to +1.5% | 0.0% |
| above | Day +3 | 18 | -0.5% | -2.8% to +3.3% | 44% | -2.6% to +3.2% | 0.0% |
| above | Day +5 | 18 | -0.0% | -2.0% to +3.2% | 50% | -1.5% to +3.2% | 0.0% |
| above | Day +10 | 18 | +4.2% | -5.3% to +9.3% | 56% | -3.3% to +8.2% | 0.0% |
| below | Day +1 | 19 | +0.3% | -1.3% to +2.2% | 53% | -1.2% to +2.0% | 0.0% |
| below | Day +3 | 19 | -0.4% | -4.4% to +1.6% | 42% | -4.4% to +1.0% | 0.0% |
| below | Day +5 | 19 | -0.6% | -3.7% to +4.8% | 47% | -3.1% to +4.6% | 0.0% |
| below | Day +10 | 19 | +3.1% | -7.3% to +7.1% | 58% | -6.1% to +6.5% | 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/CRWD.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/CRWD.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/CRWD.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).