# GFS: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 50.17 |
| Delta neutral (USD/share) | 50.80 |
| Gamma neutral (USD/share) | 47.88 |
| Gamma max (USD/share) | 56.26 |
| Open interest (contracts) | 123,126 |
| Nearest-expiration max pain (USD/share) | 50.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 55.00 |
| Net gamma exposure | 1,829,798 |
| Confirmed GEX flip (USD/share) | 47.88 |
| Call wall (USD/share) | 55.00 |
| Put wall (USD/share) | 45.00 |
| Put/call open-interest ratio | 0.97 |
| Options catalyst-intensity score (0–100) | 47.4 |
| Options directional score (-100 to +100) | -5.7 |
| IV rank | 43.2 |
| Front ATM IV | +54.0% |
| Front-minus-back IV | -7.6 pp |
| Front expected move | +10.6% |
| Front ATM straddle / spot | +8.1% |
| Front 25-delta risk reversal | -2.8 pp |
| Call OI change, 1 session | +258 contracts · +0.4% |
| Put OI change, 1 session | +935 contracts · +1.6% |
| Call minus put OI growth, 1 session | -1.1 pp |
| Call OI change, 5 sessions | +2,071 contracts · +3.4% |
| Put OI change, 5 sessions | +2,395 contracts · +4.1% |
| Call minus put OI growth, 5 sessions | -0.7 pp |
| Daily call OI change surprise | +0.02σ (252 prior changes) |
| Daily put OI change surprise | +0.28σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.08σ (252 prior changes) |
| Daily open interest change (contracts) | 1,193 |
| Daily open interest change z-score (prior 252) | +0.10σ (252 prior changes) |
| Gamma max distance from close | +12.1% |
| Delta neutral distance from close | +1.3% |
| Prior-year sessions closer to gamma max | 40.5% of 252 |
| Prior-year sessions closer to delta neutral | 3.2% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 13 | -0.0% | -1.6% to +2.3% | 46% | -1.6% to +2.3% | 0.0% |
| above | Day +3 | 13 | +1.1% | -2.8% to +4.3% | 69% | -2.8% to +4.3% | 0.0% |
| above | Day +5 | 13 | +0.2% | -4.6% to +4.1% | 54% | -4.6% to +4.1% | 0.0% |
| above | Day +10 | 13 | -3.3% | -7.2% to +7.3% | 31% | -7.2% to +7.3% | 0.0% |
| below | Day +1 | 15 | -1.9% | -2.9% to -0.3% | 27% | -2.9% to +0.0% | 0.0% |
| below | Day +3 | 15 | -2.0% | -7.5% to -0.3% | 27% | -7.9% to +0.2% | 0.0% |
| below | Day +5 | 15 | -5.2% | -8.5% to +2.5% | 33% | -9.2% to +2.8% | 0.0% |
| below | Day +10 | 15 | -6.5% | -9.5% to -1.5% | 20% | -9.6% to -0.9% | -0.9% |

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/GFS.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/GFS.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/GFS.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).