# GRRR: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 13.17 |
| Delta neutral (USD/share) | 15.24 |
| Gamma neutral (USD/share) | 14.44 |
| Gamma max (USD/share) | 23.12 |
| Open interest (contracts) | 131,696 |
| Nearest-expiration max pain (USD/share) | 14.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 15.00 |
| Net gamma exposure | -542,325 |
| Confirmed GEX flip (USD/share) | 14.44 |
| Call wall (USD/share) | 30.00 |
| Put wall (USD/share) | 10.00 |
| Put/call open-interest ratio | 1.46 |
| Options catalyst-intensity score (0–100) | 55.9 |
| Options directional score (-100 to +100) | -43.9 |
| IV rank | 55.0 |
| Front ATM IV | +94.1% |
| Front-minus-back IV | -8.0 pp |
| Front expected move | +13.0% |
| Front ATM straddle / spot | +14.2% |
| Front 25-delta risk reversal | 123.6 pp |
| Call OI change, 1 session | -2,020 contracts · -3.6% |
| Put OI change, 1 session | -1,134 contracts · -1.4% |
| Call minus put OI growth, 1 session | -2.2 pp |
| Call OI change, 5 sessions | -1,058 contracts · -1.9% |
| Put OI change, 5 sessions | +194 contracts · +0.2% |
| Call minus put OI growth, 5 sessions | -2.2 pp |
| Daily call OI change surprise | -0.63σ (252 prior changes) |
| Daily put OI change surprise | -0.68σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.09σ (252 prior changes) |
| Daily open interest change (contracts) | -3,154 |
| Daily open interest change z-score (prior 252) | -0.70σ (252 prior changes) |
| Gamma max distance from close | +75.5% |
| Delta neutral distance from close | +15.7% |
| Prior-year sessions closer to gamma max | 97.6% of 252 |
| Prior-year sessions closer to delta neutral | 65.9% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 22 | -1.3% | -3.7% to +2.6% | 36% | -3.4% to +2.1% | 0.0% |
| above | Day +3 | 22 | +3.4% | -6.5% to +9.5% | 59% | -6.4% to +9.5% | 0.0% |
| above | Day +5 | 22 | +5.4% | -8.3% to +22.5% | 59% | -6.8% to +18.1% | 0.0% |
| above | Day +10 | 22 | -2.9% | -10.6% to +10.8% | 41% | -10.2% to +10.6% | 0.0% |
| below | Day +1 | 20 | +0.3% | -1.9% to +8.7% | 55% | -1.6% to +8.2% | 0.0% |
| below | Day +3 | 20 | -2.1% | -9.2% to +13.6% | 45% | -9.0% to +13.0% | 0.0% |
| below | Day +5 | 20 | -5.1% | -9.2% to +19.7% | 45% | -8.9% to +17.4% | 0.0% |
| below | Day +10 | 20 | +3.6% | -11.0% to +19.6% | 50% | -11.0% to +19.1% | 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/GRRR.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/GRRR.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/GRRR.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).