# GRPN: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 19.31 |
| Delta neutral (USD/share) | 13.46 |
| Gamma neutral (USD/share) | 2.46 |
| Gamma max (USD/share) | 21.95 |
| Open interest (contracts) | 142,472 |
| Nearest-expiration max pain (USD/share) | 15.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 17.00 |
| Net gamma exposure | 5,746,298 |
| Confirmed GEX flip (USD/share) | 2.46 |
| Call wall (USD/share) | 25.00 |
| Put wall (USD/share) | 17.00 |
| Put/call open-interest ratio | 0.28 |
| Options catalyst-intensity score (0–100) | 49.2 |
| Options directional score (-100 to +100) | 41.9 |
| IV rank | 44.9 |
| Front ATM IV | +68.8% |
| Front-minus-back IV | -17.0 pp |
| Front expected move | +13.5% |
| Front ATM straddle / spot | +10.4% |
| Front 25-delta risk reversal | -200.8 pp |
| Call OI change, 1 session | +1 contracts · +0.0% |
| Put OI change, 1 session | +74 contracts · +0.2% |
| Call minus put OI growth, 1 session | -0.2 pp |
| Call OI change, 5 sessions | +3,534 contracts · +3.3% |
| Put OI change, 5 sessions | +487 contracts · +1.6% |
| Call minus put OI growth, 5 sessions | +1.7 pp |
| Daily call OI change surprise | -0.02σ (252 prior changes) |
| Daily put OI change surprise | +0.08σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.18σ (252 prior changes) |
| Daily open interest change (contracts) | 75 |
| Daily open interest change z-score (prior 252) | +0.01σ (252 prior changes) |
| Gamma max distance from close | +13.7% |
| Delta neutral distance from close | -30.3% |
| Prior-year sessions closer to gamma max | 45.6% of 252 |
| Prior-year sessions closer to delta neutral | 71.4% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 47 | -0.1% | -4.3% to +2.9% | 49% | -2.6% to +1.5% | 0.0% |
| above | Day +3 | 47 | +1.4% | -4.3% to +6.6% | 55% | -1.8% to +2.9% | 0.0% |
| above | Day +5 | 47 | +0.6% | -5.4% to +10.7% | 55% | -0.6% to +6.2% | 0.0% |
| above | Day +10 | 47 | +7.2% | -6.3% to +17.3% | 60% | -0.9% to +10.9% | 0.0% |
| below | Day +1 | 46 | -0.3% | -2.8% to +2.2% | 43% | -1.9% to +1.1% | 0.0% |
| below | Day +3 | 46 | +1.1% | -3.6% to +5.2% | 57% | -2.1% to +2.4% | 0.0% |
| below | Day +5 | 46 | +3.1% | -6.7% to +9.6% | 65% | +0.3% to +6.1% | +0.3% |
| below | Day +10 | 46 | +7.0% | -8.4% to +18.2% | 63% | -2.4% to +12.2% | 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/GRPN.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/GRPN.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/GRPN.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).