# LI: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 10.69 |
| Delta neutral (USD/share) | 12.08 |
| Gamma neutral (USD/share) | 12.04 |
| Gamma max (USD/share) | 15.38 |
| Open interest (contracts) | 136,805 |
| Nearest-expiration max pain (USD/share) | 11.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 13.00 |
| Net gamma exposure | -11,943,141 |
| Confirmed GEX flip (USD/share) | 12.04 |
| Call wall (USD/share) | 13.00 |
| Put wall (USD/share) | 10.50 |
| Put/call open-interest ratio | 0.74 |
| Options catalyst-intensity score (0–100) | 53.6 |
| Options directional score (-100 to +100) | -14.8 |
| IV rank | 83.3 |
| Front ATM IV | +44.6% |
| Front-minus-back IV | -0.7 pp |
| Front expected move | +6.2% |
| Front ATM straddle / spot | +5.2% |
| Front 25-delta risk reversal | 2.9 pp |
| Call OI change, 1 session | -4,723 contracts · -5.7% |
| Put OI change, 1 session | -761 contracts · -1.3% |
| Call minus put OI growth, 1 session | -4.4 pp |
| Call OI change, 5 sessions | -1,301 contracts · -1.6% |
| Put OI change, 5 sessions | +17,648 contracts · +43.7% |
| Call minus put OI growth, 5 sessions | -45.3 pp |
| Daily call OI change surprise | -0.31σ (252 prior changes) |
| Daily put OI change surprise | -0.05σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.77σ (252 prior changes) |
| Daily open interest change (contracts) | -5,484 |
| Daily open interest change z-score (prior 252) | -0.23σ (252 prior changes) |
| Gamma max distance from close | +43.9% |
| Delta neutral distance from close | +13.0% |
| Prior-year sessions closer to gamma max | 79.4% of 252 |
| Prior-year sessions closer to delta neutral | 91.7% 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 | -0.9% | -2.1% to +1.2% | 36% | -1.8% to +0.6% | 0.0% |
| above | Day +3 | 22 | -0.9% | -1.6% to +3.0% | 36% | -1.6% to +2.0% | 0.0% |
| above | Day +5 | 22 | -0.6% | -5.0% to +2.1% | 45% | -3.9% to +2.0% | 0.0% |
| above | Day +10 | 22 | -0.9% | -8.0% to +2.7% | 50% | -6.4% to +2.4% | 0.0% |
| below | Day +1 | 22 | -0.3% | -1.5% to +1.5% | 45% | -1.0% to +1.3% | 0.0% |
| below | Day +3 | 22 | -0.2% | -2.2% to +4.1% | 45% | -2.1% to +3.6% | 0.0% |
| below | Day +5 | 22 | -1.2% | -5.6% to +2.2% | 41% | -5.0% to +1.8% | 0.0% |
| below | Day +10 | 22 | -3.3% | -6.7% to +4.9% | 36% | -6.4% 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/LI.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/LI.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/LI.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).