# NNDM: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 1.63 |
| Delta neutral (USD/share) | 1.57 |
| Gamma neutral (USD/share) | 1.63 |
| Gamma max (USD/share) | 2.09 |
| Open interest (contracts) | 135,570 |
| Nearest-expiration max pain (USD/share) | 1.50 (2026-10-16) |
| All-expiration max pain (USD/share) | 1.50 |
| Net gamma exposure | 560,250 |
| Call wall (USD/share) | 2.00 |
| Put wall (USD/share) | 1.50 |
| Put/call open-interest ratio | 0.24 |
| Options catalyst-intensity score (0–100) | 58.2 |
| Options directional score (-100 to +100) | 5.4 |
| IV rank | 100.0 |
| Front ATM IV | – |
| Front-minus-back IV | – pp |
| Front expected move | – |
| Front ATM straddle / spot | – |
| Front 25-delta risk reversal | 4.3 pp |
| Call OI change, 1 session | -158 contracts · -0.1% |
| Put OI change, 1 session | +18 contracts · +0.1% |
| Call minus put OI growth, 1 session | -0.2 pp |
| Call OI change, 5 sessions | +21 contracts · +0.0% |
| Put OI change, 5 sessions | +43 contracts · +0.2% |
| Call minus put OI growth, 5 sessions | -0.1 pp |
| Daily call OI change surprise | -0.03σ (252 prior changes) |
| Daily put OI change surprise | +0.05σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.06σ (252 prior changes) |
| Daily open interest change (contracts) | -140 |
| Daily open interest change z-score (prior 252) | +0.02σ (252 prior changes) |
| Gamma max distance from close | +28.3% |
| Delta neutral distance from close | -3.7% |
| Prior-year sessions closer to gamma max | 46.0% of 252 |
| Prior-year sessions closer to delta neutral | 10.3% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 39 | -0.3% | -3.5% to +1.4% | 44% | -2.0% to +1.3% | 0.0% |
| above | Day +3 | 39 | -0.4% | -3.1% to +3.8% | 41% | -2.0% to +1.6% | 0.0% |
| above | Day +5 | 39 | -1.1% | -5.2% to +2.9% | 38% | -3.8% to +1.2% | 0.0% |
| above | Day +10 | 39 | -2.4% | -7.9% to +5.3% | 38% | -5.7% to +3.2% | 0.0% |
| below | Day +1 | 40 | +0.5% | -2.4% to +1.7% | 53% | -1.6% to +1.5% | 0.0% |
| below | Day +3 | 40 | +1.4% | -2.5% to +4.0% | 57% | -1.5% to +2.9% | 0.0% |
| below | Day +5 | 40 | +0.9% | -3.0% to +4.9% | 53% | -1.9% to +3.2% | 0.0% |
| below | Day +10 | 40 | -0.2% | -7.2% to +7.8% | 45% | -5.2% to +5.5% | 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/NNDM.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/NNDM.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/NNDM.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).