# HLF: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 12.56 |
| Delta neutral (USD/share) | 8.56 |
| Gamma neutral (USD/share) | 4.63 |
| Gamma max (USD/share) | 12.59 |
| Open interest (contracts) | 135,399 |
| Nearest-expiration max pain (USD/share) | 2.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 10.00 |
| Net gamma exposure | 5,927,455 |
| Confirmed GEX flip (USD/share) | 4.63 |
| Call wall (USD/share) | 17.50 |
| Put wall (USD/share) | 12.50 |
| Put/call open-interest ratio | 0.48 |
| Options catalyst-intensity score (0–100) | 40.6 |
| Options directional score (-100 to +100) | -6.8 |
| IV rank | 100.0 |
| Front ATM IV | +74.7% |
| Front-minus-back IV | -16.3 pp |
| Front expected move | +10.3% |
| Front ATM straddle / spot | +12.5% |
| Front 25-delta risk reversal | 8.9 pp |
| Call OI change, 1 session | -2,029 contracts · -2.2% |
| Put OI change, 1 session | -507 contracts · -1.1% |
| Call minus put OI growth, 1 session | -1.0 pp |
| Call OI change, 5 sessions | +307 contracts · +0.3% |
| Put OI change, 5 sessions | -177 contracts · -0.4% |
| Call minus put OI growth, 5 sessions | +0.7 pp |
| Daily call OI change surprise | -0.42σ (252 prior changes) |
| Daily put OI change surprise | -0.08σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.36σ (252 prior changes) |
| Daily open interest change (contracts) | -2,536 |
| Daily open interest change z-score (prior 252) | -0.31σ (252 prior changes) |
| Gamma max distance from close | +0.2% |
| Delta neutral distance from close | -31.8% |
| Prior-year sessions closer to gamma max | 2.0% of 252 |
| Prior-year sessions closer to delta neutral | 15.9% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 31 | -0.4% | -1.4% to +0.2% | 29% | -0.7% to 0.0% | 0.0% |
| above | Day +3 | 31 | -0.3% | -2.3% to +2.5% | 48% | -2.0% to +1.7% | 0.0% |
| above | Day +5 | 31 | -1.1% | -5.3% to +3.8% | 45% | -2.5% to +2.5% | 0.0% |
| above | Day +10 | 30 | +1.3% | -4.1% to +5.0% | 57% | -3.1% to +4.0% | 0.0% |
| below | Day +1 | 33 | +0.4% | -1.0% to +2.5% | 64% | -0.0% to +1.6% | 0.0% |
| below | Day +3 | 33 | +0.8% | -1.6% to +3.5% | 67% | +0.0% to +2.5% | +0.0% |
| below | Day +5 | 33 | +0.7% | -3.0% to +4.4% | 52% | -1.9% to +2.6% | 0.0% |
| below | Day +10 | 33 | +0.4% | -8.4% to +8.0% | 58% | -3.2% to +4.5% | 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/HLF.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/HLF.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/HLF.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).