# EH: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 4.14 |
| Delta neutral (USD/share) | 0.75 |
| Gamma neutral (USD/share) | 4.14 |
| Gamma max (USD/share) | 6.70 |
| Open interest (contracts) | 253,406 |
| Nearest-expiration max pain (USD/share) | 6.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 5.00 |
| Net gamma exposure | 4,796,513 |
| Call wall (USD/share) | 10.00 |
| Put wall (USD/share) | 5.00 |
| Put/call open-interest ratio | 0.05 |
| Options catalyst-intensity score (0–100) | 51.8 |
| Options directional score (-100 to +100) | 41.7 |
| IV rank | 70.5 |
| Front ATM IV | +70.8% |
| Front-minus-back IV | -5.3 pp |
| Front expected move | +13.9% |
| Front ATM straddle / spot | +31.4% |
| Front 25-delta risk reversal | -35.4 pp |
| Call OI change, 1 session | +115 contracts · +0.0% |
| Put OI change, 1 session | -84 contracts · -0.7% |
| Call minus put OI growth, 1 session | +0.7 pp |
| Call OI change, 5 sessions | +439 contracts · +0.2% |
| Put OI change, 5 sessions | -35 contracts · -0.3% |
| Call minus put OI growth, 5 sessions | +0.5 pp |
| Daily call OI change surprise | +0.01σ (252 prior changes) |
| Daily put OI change surprise | +0.03σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.07σ (252 prior changes) |
| Daily open interest change (contracts) | 31 |
| Daily open interest change z-score (prior 252) | +0.02σ (252 prior changes) |
| Gamma max distance from close | +61.9% |
| Delta neutral distance from close | -81.8% |
| Prior-year sessions closer to gamma max | 97.6% of 252 |
| Prior-year sessions closer to delta neutral | 90.5% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 21 | -0.8% | -3.5% to +2.6% | 38% | -2.9% to +2.2% | 0.0% |
| above | Day +3 | 21 | -2.7% | -4.6% to +7.7% | 38% | -4.4% to +5.1% | 0.0% |
| above | Day +5 | 21 | -3.8% | -6.3% to +3.1% | 29% | -6.1% to -1.4% | -1.4% |
| above | Day +10 | 21 | -4.2% | -9.7% to +3.8% | 43% | -8.1% to +3.7% | 0.0% |
| below | Day +1 | 22 | -1.2% | -4.8% to +0.6% | 41% | -3.8% to +0.3% | 0.0% |
| below | Day +3 | 22 | -1.5% | -7.3% to +2.7% | 36% | -6.0% to +2.6% | 0.0% |
| below | Day +5 | 22 | -8.2% | -11.8% to +5.4% | 36% | -11.3% to +3.6% | 0.0% |
| below | Day +10 | 22 | -5.0% | -14.1% to +7.3% | 41% | -13.9% to +6.1% | 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/EH.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/EH.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/EH.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).