# NFLX: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 67.06 |
| Delta neutral (USD/share) | 73.00 |
| Gamma neutral (USD/share) | 70.67 |
| Gamma max (USD/share) | 88.93 |
| Open interest (contracts) | 4,925,475 |
| Nearest-expiration max pain (USD/share) | 70.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 75.00 |
| Net gamma exposure | -63,741,466 |
| Confirmed GEX flip (USD/share) | 70.67 |
| Call wall (USD/share) | 70.00 |
| Put wall (USD/share) | 65.00 |
| Put/call open-interest ratio | 0.89 |
| Options catalyst-intensity score (0–100) | 29.8 |
| Options directional score (-100 to +100) | -7.8 |
| IV rank | 11.2 |
| Front ATM IV | +31.3% |
| Front-minus-back IV | -10.1 pp |
| Front expected move | +4.3% |
| Front ATM straddle / spot | +3.0% |
| Front 25-delta risk reversal | -0.8 pp |
| Call OI change, 1 session | -64,622 contracts · -2.4% |
| Put OI change, 1 session | -37,379 contracts · -1.6% |
| Call minus put OI growth, 1 session | -0.8 pp |
| Call OI change, 5 sessions | +106,314 contracts · +4.3% |
| Put OI change, 5 sessions | +34,809 contracts · +1.5% |
| Call minus put OI growth, 5 sessions | +2.7 pp |
| Daily call OI change surprise | -0.27σ (252 prior changes) |
| Daily put OI change surprise | -0.17σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.17σ (252 prior changes) |
| Daily open interest change (contracts) | -102,001 |
| Daily open interest change z-score (prior 252) | -0.23σ (252 prior changes) |
| Gamma max distance from close | +32.6% |
| Delta neutral distance from close | +8.9% |
| Prior-year sessions closer to gamma max | 96.0% of 252 |
| Prior-year sessions closer to delta neutral | 90.5% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 7 | +0.7% | -0.1% to +1.1% | 57% | -1.6% to +1.3% | 0.0% |
| above | Day +3 | 7 | -0.3% | -1.2% to +1.7% | 43% | -4.1% to +4.1% | 0.0% |
| above | Day +5 | 7 | -0.7% | -2.4% to +5.3% | 43% | -4.8% to +6.3% | 0.0% |
| above | Day +10 | 7 | +0.7% | -5.1% to +7.2% | 57% | -9.1% to +12.7% | 0.0% |
| below | Day +1 | 10 | -0.3% | -1.0% to +1.1% | 50% | -1.4% to +1.3% | 0.0% |
| below | Day +3 | 10 | -0.7% | -2.5% to +1.5% | 40% | -2.9% to +4.5% | 0.0% |
| below | Day +5 | 10 | -1.3% | -3.5% to +3.0% | 40% | -5.6% to +3.7% | 0.0% |
| below | Day +10 | 10 | -1.4% | -4.1% to +5.0% | 40% | -4.8% to +10.4% | 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/NFLX.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/NFLX.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/NFLX.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).