# CSIQ: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 11.19 |
| Delta neutral (USD/share) | 9.58 |
| Gamma neutral (USD/share) | 3.77 |
| Gamma max (USD/share) | 14.80 |
| Open interest (contracts) | 155,564 |
| Nearest-expiration max pain (USD/share) | 11.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 14.00 |
| Net gamma exposure | 3,050,140 |
| Confirmed GEX flip (USD/share) | 3.77 |
| Call wall (USD/share) | 20.00 |
| Put wall (USD/share) | 10.00 |
| Put/call open-interest ratio | 0.31 |
| Options catalyst-intensity score (0–100) | 41.6 |
| Options directional score (-100 to +100) | 18.4 |
| IV rank | 83.6 |
| Front ATM IV | +68.5% |
| Front-minus-back IV | -12.0 pp |
| Front expected move | +9.5% |
| Front ATM straddle / spot | +7.4% |
| Front 25-delta risk reversal | -1.2 pp |
| Call OI change, 1 session | -2,436 contracts · -2.0% |
| Put OI change, 1 session | -1,512 contracts · -3.9% |
| Call minus put OI growth, 1 session | +1.9 pp |
| Call OI change, 5 sessions | +1,280 contracts · +1.1% |
| Put OI change, 5 sessions | +471 contracts · +1.3% |
| Call minus put OI growth, 5 sessions | -0.2 pp |
| Daily call OI change surprise | -0.45σ (252 prior changes) |
| Daily put OI change surprise | -0.47σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.26σ (252 prior changes) |
| Daily open interest change (contracts) | -3,948 |
| Daily open interest change z-score (prior 252) | -0.49σ (252 prior changes) |
| Gamma max distance from close | +32.3% |
| Delta neutral distance from close | -14.3% |
| Prior-year sessions closer to gamma max | 93.3% of 252 |
| Prior-year sessions closer to delta neutral | 2.8% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 33 | -2.3% | -4.6% to +1.8% | 42% | -3.7% to +0.5% | 0.0% |
| above | Day +3 | 33 | -2.5% | -8.4% to +1.2% | 30% | -4.3% to -1.1% | -1.1% |
| above | Day +5 | 33 | -3.1% | -9.2% to +2.5% | 33% | -6.4% to -0.9% | -0.9% |
| above | Day +10 | 33 | -2.7% | -9.7% to +11.3% | 45% | -7.6% to +6.1% | 0.0% |
| below | Day +1 | 35 | -1.4% | -4.0% to +1.2% | 31% | -2.8% to -0.2% | -0.2% |
| below | Day +3 | 35 | -1.8% | -5.1% to +3.5% | 40% | -3.6% to +0.4% | 0.0% |
| below | Day +5 | 35 | -3.3% | -8.7% to +7.2% | 37% | -7.2% to +1.3% | 0.0% |
| below | Day +10 | 35 | -1.7% | -12.3% to +6.4% | 46% | -5.2% to +3.3% | 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/CSIQ.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/CSIQ.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/CSIQ.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).