# INFY: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 11.04 |
| Delta neutral (USD/share) | 13.70 |
| Gamma neutral (USD/share) | 34.70 |
| Gamma max (USD/share) | 40.37 |
| Open interest (contracts) | 191,582 |
| Nearest-expiration max pain (USD/share) | 14.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 15.00 |
| Net gamma exposure | -7,018,352 |
| Confirmed GEX flip (USD/share) | 34.70 |
| Call wall (USD/share) | 12.00 |
| Put wall (USD/share) | 11.00 |
| Put/call open-interest ratio | 2.06 |
| Options catalyst-intensity score (0–100) | 59.2 |
| Options directional score (-100 to +100) | -48.3 |
| IV rank | 32.9 |
| Front ATM IV | +42.1% |
| Front-minus-back IV | -10.6 pp |
| Front expected move | +8.3% |
| Front ATM straddle / spot | +6.3% |
| Front 25-delta risk reversal | 254.1 pp |
| Call OI change, 1 session | +2,022 contracts · +3.3% |
| Put OI change, 1 session | +2,478 contracts · +2.0% |
| Call minus put OI growth, 1 session | +1.4 pp |
| Call OI change, 5 sessions | +2,735 contracts · +4.6% |
| Put OI change, 5 sessions | +3,593 contracts · +2.9% |
| Call minus put OI growth, 5 sessions | +1.7 pp |
| Daily call OI change surprise | +0.14σ (252 prior changes) |
| Daily put OI change surprise | +0.20σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.08σ (252 prior changes) |
| Daily open interest change (contracts) | 4,500 |
| Daily open interest change z-score (prior 252) | +0.18σ (252 prior changes) |
| Gamma max distance from close | +265.7% |
| Delta neutral distance from close | +24.1% |
| Prior-year sessions closer to gamma max | 79.0% of 252 |
| Prior-year sessions closer to delta neutral | 76.2% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 20 | -0.0% | -1.0% to +0.8% | 50% | -1.0% to +0.8% | 0.0% |
| above | Day +3 | 20 | +0.3% | -1.0% to +2.5% | 55% | -0.8% to +2.3% | 0.0% |
| above | Day +5 | 20 | +0.9% | -2.0% to +2.5% | 50% | -1.9% to +2.5% | 0.0% |
| above | Day +10 | 20 | -0.1% | -0.9% to +3.5% | 50% | -0.6% to +3.5% | 0.0% |
| below | Day +1 | 20 | +0.2% | -0.9% to +2.3% | 50% | -0.8% to +2.2% | 0.0% |
| below | Day +3 | 20 | +1.0% | -1.1% to +2.1% | 65% | -0.9% to +2.0% | 0.0% |
| below | Day +5 | 20 | +0.6% | -0.6% to +3.2% | 60% | -0.5% to +3.1% | 0.0% |
| below | Day +10 | 20 | +2.8% | -2.2% to +4.8% | 65% | -2.0% to +4.7% | 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/INFY.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/INFY.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/INFY.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).