# EIX: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 53.89 |
| Delta neutral (USD/share) | 58.03 |
| Gamma neutral (USD/share) | 55.81 |
| Gamma max (USD/share) | 64.11 |
| Open interest (contracts) | 163,818 |
| Nearest-expiration max pain (USD/share) | 65.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 60.00 |
| Net gamma exposure | -1,897,745 |
| Confirmed GEX flip (USD/share) | 55.81 |
| Call wall (USD/share) | 55.00 |
| Put wall (USD/share) | 52.50 |
| Put/call open-interest ratio | 0.85 |
| Options catalyst-intensity score (0–100) | 64.7 |
| Options directional score (-100 to +100) | 10.6 |
| IV rank | 25.0 |
| Front ATM IV | +37.2% |
| Front-minus-back IV | -0.7 pp |
| Front expected move | +7.3% |
| Front ATM straddle / spot | +6.3% |
| Front 25-delta risk reversal | -69.7 pp |
| Call OI change, 1 session | +334 contracts · +0.4% |
| Put OI change, 1 session | +338 contracts · +0.5% |
| Call minus put OI growth, 1 session | -0.1 pp |
| Call OI change, 5 sessions | +10,620 contracts · +13.6% |
| Put OI change, 5 sessions | +3,396 contracts · +4.7% |
| Call minus put OI growth, 5 sessions | +8.9 pp |
| Daily call OI change surprise | +0.04σ (252 prior changes) |
| Daily put OI change surprise | +0.04σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.03σ (252 prior changes) |
| Daily open interest change (contracts) | 672 |
| Daily open interest change z-score (prior 252) | +0.04σ (252 prior changes) |
| Gamma max distance from close | +19.0% |
| Delta neutral distance from close | +7.7% |
| Prior-year sessions closer to gamma max | 89.7% of 252 |
| Prior-year sessions closer to delta neutral | 80.2% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 25 | +0.0% | -0.7% to +0.6% | 52% | -0.5% to +0.6% | 0.0% |
| above | Day +3 | 25 | +0.5% | -1.0% to +1.6% | 64% | -0.9% to +1.4% | 0.0% |
| above | Day +5 | 25 | +0.5% | -0.9% to +2.0% | 56% | -0.7% to +1.9% | 0.0% |
| above | Day +10 | 25 | +1.6% | -1.6% to +3.1% | 64% | -1.5% to +3.1% | 0.0% |
| below | Day +1 | 25 | +0.2% | -0.6% to +0.9% | 52% | -0.6% to +0.9% | 0.0% |
| below | Day +3 | 25 | +0.1% | -1.3% to +1.4% | 52% | -0.9% to +1.3% | 0.0% |
| below | Day +5 | 25 | +0.6% | -3.4% to +2.6% | 52% | -1.7% to +2.6% | 0.0% |
| below | Day +10 | 25 | +0.9% | -3.1% to +3.3% | 56% | -2.3% to +1.7% | 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/EIX.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/EIX.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/EIX.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).