# ISRG: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 391.95 |
| Delta neutral (USD/share) | 382.62 |
| Gamma neutral (USD/share) | 382.47 |
| Gamma max (USD/share) | 442.14 |
| Open interest (contracts) | 120,654 |
| Nearest-expiration max pain (USD/share) | 380.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 400.00 |
| Net gamma exposure | 1,450,484 |
| Confirmed GEX flip (USD/share) | 382.47 |
| Call wall (USD/share) | 400.00 |
| Put wall (USD/share) | 350.00 |
| Put/call open-interest ratio | 0.78 |
| Options catalyst-intensity score (0–100) | 38.9 |
| Options directional score (-100 to +100) | -21.1 |
| IV rank | 54.9 |
| Front ATM IV | +33.9% |
| Front-minus-back IV | -7.3 pp |
| Front expected move | +4.7% |
| Front ATM straddle / spot | +3.1% |
| Front 25-delta risk reversal | 3.5 pp |
| Call OI change, 1 session | -1,330 contracts · -1.9% |
| Put OI change, 1 session | -3,195 contracts · -5.7% |
| Call minus put OI growth, 1 session | +3.8 pp |
| Call OI change, 5 sessions | +2,130 contracts · +3.2% |
| Put OI change, 5 sessions | +1,120 contracts · +2.2% |
| Call minus put OI growth, 5 sessions | +1.1 pp |
| Daily call OI change surprise | -0.37σ (252 prior changes) |
| Daily put OI change surprise | -0.96σ (252 prior changes) |
| Daily call-minus-put growth surprise | +1.43σ (252 prior changes) |
| Daily open interest change (contracts) | -4,525 |
| Daily open interest change z-score (prior 252) | -0.66σ (252 prior changes) |
| Gamma max distance from close | +12.8% |
| Delta neutral distance from close | -2.4% |
| Prior-year sessions closer to gamma max | 40.9% of 252 |
| Prior-year sessions closer to delta neutral | 40.5% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 16 | -0.3% | -0.6% to +0.8% | 38% | -0.6% to +0.8% | 0.0% |
| above | Day +3 | 16 | +0.2% | -0.9% to +1.9% | 50% | -0.8% to +1.8% | 0.0% |
| above | Day +5 | 16 | +0.3% | -1.2% to +2.5% | 56% | -1.2% to +2.2% | 0.0% |
| above | Day +10 | 16 | +1.8% | -0.2% to +2.9% | 69% | -0.0% to +2.9% | 0.0% |
| below | Day +1 | 18 | +0.2% | -0.3% to +0.9% | 56% | -0.3% to +0.9% | 0.0% |
| below | Day +3 | 18 | +0.1% | -1.2% to +2.3% | 56% | -0.9% to +2.1% | 0.0% |
| below | Day +5 | 18 | -0.0% | -0.9% to +0.9% | 44% | -0.7% to +0.4% | 0.0% |
| below | Day +10 | 18 | +2.1% | -1.0% to +3.2% | 72% | +1.1% to +2.7% | +1.1% |

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/ISRG.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/ISRG.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/ISRG.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).