# FXI: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 33.19 |
| Delta neutral (USD/share) | 34.41 |
| Gamma neutral (USD/share) | 34.36 |
| Gamma max (USD/share) | 38.45 |
| Open interest (contracts) | 3,289,051 |
| Nearest-expiration max pain (USD/share) | 34.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 35.00 |
| Net gamma exposure | -97,101,418 |
| Confirmed GEX flip (USD/share) | 34.36 |
| Call wall (USD/share) | 35.00 |
| Put wall (USD/share) | 34.00 |
| Put/call open-interest ratio | 0.97 |
| Options catalyst-intensity score (0–100) | 30.6 |
| Options directional score (-100 to +100) | -21.5 |
| IV rank | 29.7 |
| Front ATM IV | +19.1% |
| Front-minus-back IV | -1.6 pp |
| Front expected move | +2.6% |
| Front ATM straddle / spot | +2.6% |
| Front 25-delta risk reversal | 1.9 pp |
| Call OI change, 1 session | -10,387 contracts · -0.6% |
| Put OI change, 1 session | -28,775 contracts · -1.7% |
| Call minus put OI growth, 1 session | +1.1 pp |
| Call OI change, 5 sessions | +20,763 contracts · +1.3% |
| Put OI change, 5 sessions | +14,354 contracts · +0.9% |
| Call minus put OI growth, 5 sessions | +0.4 pp |
| Daily call OI change surprise | -0.06σ (252 prior changes) |
| Daily put OI change surprise | -0.25σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.40σ (252 prior changes) |
| Daily open interest change (contracts) | -39,162 |
| Daily open interest change z-score (prior 252) | -0.16σ (252 prior changes) |
| Gamma max distance from close | +15.9% |
| Delta neutral distance from close | +3.7% |
| Prior-year sessions closer to gamma max | 81.7% of 252 |
| Prior-year sessions closer to delta neutral | 69.0% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 10 | +0.3% | -1.2% to +0.9% | 50% | -2.7% to +1.3% | 0.0% |
| above | Day +3 | 10 | +2.5% | -0.0% to +3.6% | 70% | -2.3% to +5.1% | 0.0% |
| above | Day +5 | 10 | +2.3% | +0.2% to +5.4% | 70% | -2.5% to +8.2% | 0.0% |
| above | Day +10 | 10 | -0.3% | -1.3% to +5.2% | 40% | -8.1% to +7.6% | 0.0% |
| below | Day +1 | 10 | +0.2% | -0.4% to +2.5% | 50% | -1.2% to +3.6% | 0.0% |
| below | Day +3 | 10 | +1.3% | -2.3% to +3.0% | 50% | -2.8% to +7.5% | 0.0% |
| below | Day +5 | 10 | +3.2% | -0.4% to +5.6% | 70% | -2.1% to +11.1% | 0.0% |
| below | Day +10 | 10 | +1.5% | -2.1% to +3.8% | 70% | -3.5% to +5.0% | 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/FXI.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/FXI.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/FXI.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).