# FXY: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 58.07 |
| Delta neutral (USD/share) | 55.07 |
| Gamma neutral (USD/share) | 53.00 |
| Gamma max (USD/share) | 59.51 |
| Open interest (contracts) | 102,082 |
| Nearest-expiration max pain (USD/share) | 58.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 57.00 |
| Net gamma exposure | 28,295,713 |
| Confirmed GEX flip (USD/share) | 53.00 |
| Call wall (USD/share) | 60.00 |
| Put wall (USD/share) | 58.00 |
| Put/call open-interest ratio | 0.30 |
| Options catalyst-intensity score (0–100) | 41.2 |
| Options directional score (-100 to +100) | 33.2 |
| IV rank | 23.3 |
| Front ATM IV | +15.5% |
| Front-minus-back IV | 6.8 pp |
| Front expected move | +3.0% |
| Front ATM straddle / spot | +1.5% |
| Front 25-delta risk reversal | -26.2 pp |
| Call OI change, 1 session | -611 contracts · -0.8% |
| Put OI change, 1 session | -14 contracts · -0.1% |
| Call minus put OI growth, 1 session | -0.7 pp |
| Call OI change, 5 sessions | -992 contracts · -1.3% |
| Put OI change, 5 sessions | +84 contracts · +0.4% |
| Call minus put OI growth, 5 sessions | -1.6 pp |
| Daily call OI change surprise | -0.19σ (252 prior changes) |
| Daily put OI change surprise | -0.11σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.10σ (252 prior changes) |
| Daily open interest change (contracts) | -625 |
| Daily open interest change z-score (prior 252) | -0.19σ (252 prior changes) |
| Gamma max distance from close | +2.5% |
| Delta neutral distance from close | -5.2% |
| Prior-year sessions closer to gamma max | 49.2% of 252 |
| Prior-year sessions closer to delta neutral | 37.7% 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 | -0.1% | -0.3% to +0.2% | 40% | -0.3% to +0.2% | 0.0% |
| above | Day +3 | 25 | -0.4% | -0.8% to -0.0% | 24% | -0.8% to -0.2% | -0.2% |
| above | Day +5 | 25 | -0.4% | -1.1% to +0.1% | 36% | -0.9% to +0.1% | 0.0% |
| above | Day +10 | 25 | -1.1% | -1.7% to +0.1% | 28% | -1.5% to -0.1% | -0.1% |
| below | Day +1 | 25 | -0.0% | -0.4% to +0.2% | 48% | -0.3% to +0.2% | 0.0% |
| below | Day +3 | 25 | -0.3% | -0.9% to +0.4% | 36% | -0.8% to +0.3% | 0.0% |
| below | Day +5 | 25 | -0.4% | -1.0% to +0.3% | 32% | -0.9% to +0.1% | 0.0% |
| below | Day +10 | 25 | -0.7% | -2.0% to +0.3% | 40% | -1.7% to +0.2% | 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/FXY.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/FXY.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/FXY.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).