# IHI: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 50.45 |
| Delta neutral (USD/share) | 54.74 |
| Gamma neutral (USD/share) | 63.06 |
| Gamma max (USD/share) | 71.02 |
| Open interest (contracts) | 229,410 |
| Nearest-expiration max pain (USD/share) | 52.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 52.00 |
| Net gamma exposure | -59,288,172 |
| Confirmed GEX flip (USD/share) | 63.06 |
| Call wall (USD/share) | 55.00 |
| Put wall (USD/share) | 52.00 |
| Put/call open-interest ratio | 4.17 |
| Options catalyst-intensity score (0–100) | 46.5 |
| Options directional score (-100 to +100) | -30.7 |
| IV rank | 26.7 |
| Front ATM IV | +24.8% |
| Front-minus-back IV | 2.4 pp |
| Front expected move | +4.9% |
| Front ATM straddle / spot | +3.4% |
| Front 25-delta risk reversal | 1.1 pp |
| Call OI change, 1 session | +15 contracts · +0.0% |
| Put OI change, 1 session | -944 contracts · -0.5% |
| Call minus put OI growth, 1 session | +0.5 pp |
| Call OI change, 5 sessions | +878 contracts · +2.0% |
| Put OI change, 5 sessions | -750 contracts · -0.4% |
| Call minus put OI growth, 5 sessions | +2.4 pp |
| Daily call OI change surprise | -0.07σ (252 prior changes) |
| Daily put OI change surprise | -0.29σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.06σ (237 prior changes) |
| Daily open interest change (contracts) | -929 |
| Daily open interest change z-score (prior 252) | -0.29σ (252 prior changes) |
| Gamma max distance from close | +40.8% |
| Delta neutral distance from close | +8.5% |
| Prior-year sessions closer to gamma max | 98.0% of 252 |
| Prior-year sessions closer to delta neutral | 88.5% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 21 | +0.5% | -0.2% to +1.0% | 71% | +0.0% to +1.0% | +0.0% |
| above | Day +3 | 21 | +0.6% | -0.2% to +1.5% | 67% | -0.2% to +1.3% | 0.0% |
| above | Day +5 | 21 | +0.4% | -1.2% to +1.7% | 52% | -0.9% to +1.1% | 0.0% |
| above | Day +10 | 21 | +1.0% | -2.5% to +2.8% | 62% | -2.2% to +2.2% | 0.0% |
| below | Day +1 | 20 | +0.1% | -0.4% to +0.5% | 60% | -0.4% to +0.5% | 0.0% |
| below | Day +3 | 20 | +0.2% | -0.9% to +1.6% | 55% | -0.8% to +1.5% | 0.0% |
| below | Day +5 | 20 | +0.4% | -0.8% to +2.3% | 55% | -0.8% to +2.2% | 0.0% |
| below | Day +10 | 20 | +0.3% | -3.5% to +2.4% | 55% | -3.4% to +2.2% | 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/IHI.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/IHI.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/IHI.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).