# DLO: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 13.74 |
| Delta neutral (USD/share) | 10.78 |
| Gamma neutral (USD/share) | 3.00 |
| Gamma max (USD/share) | 15.09 |
| Open interest (contracts) | 236,443 |
| Nearest-expiration max pain (USD/share) | 14.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 12.00 |
| Net gamma exposure | 22,233,075 |
| Confirmed GEX flip (USD/share) | 3.00 |
| Call wall (USD/share) | 17.00 |
| Put wall (USD/share) | 12.00 |
| Put/call open-interest ratio | 0.16 |
| Options catalyst-intensity score (0–100) | 33.1 |
| Options directional score (-100 to +100) | 22.8 |
| IV rank | 63.4 |
| Front ATM IV | +38.5% |
| Front-minus-back IV | -11.4 pp |
| Front expected move | +7.5% |
| Front ATM straddle / spot | +6.0% |
| Front 25-delta risk reversal | -0.6 pp |
| Call OI change, 1 session | +488 contracts · +0.2% |
| Put OI change, 1 session | +33 contracts · +0.1% |
| Call minus put OI growth, 1 session | +0.1 pp |
| Call OI change, 5 sessions | +1,312 contracts · +0.6% |
| Put OI change, 5 sessions | +1,555 contracts · +5.0% |
| Call minus put OI growth, 5 sessions | -4.4 pp |
| Daily call OI change surprise | +0.04σ (252 prior changes) |
| Daily put OI change surprise | +0.05σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.00σ (252 prior changes) |
| Daily open interest change (contracts) | 521 |
| Daily open interest change z-score (prior 252) | +0.04σ (252 prior changes) |
| Gamma max distance from close | +9.8% |
| Delta neutral distance from close | -21.6% |
| Prior-year sessions closer to gamma max | 50.0% of 252 |
| Prior-year sessions closer to delta neutral | 52.0% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 35 | +1.2% | -2.5% to +3.0% | 54% | -0.6% to +2.4% | 0.0% |
| above | Day +3 | 35 | -1.5% | -4.0% to +2.6% | 43% | -2.8% to +1.2% | 0.0% |
| above | Day +5 | 35 | -1.3% | -4.8% to +4.4% | 49% | -2.8% to +2.2% | 0.0% |
| above | Day +10 | 35 | -0.6% | -6.6% to +4.6% | 46% | -2.8% to +2.5% | 0.0% |
| below | Day +1 | 36 | +0.7% | -1.2% to +2.3% | 61% | -0.1% to +1.3% | 0.0% |
| below | Day +3 | 36 | +1.3% | -2.7% to +3.1% | 61% | -0.6% to +2.5% | 0.0% |
| below | Day +5 | 36 | -1.1% | -3.6% to +3.8% | 44% | -2.5% to +1.5% | 0.0% |
| below | Day +10 | 36 | -1.6% | -5.9% to +5.1% | 44% | -4.1% to +3.7% | 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/DLO.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/DLO.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/DLO.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).
