# NNE: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 15.62 |
| Delta neutral (USD/share) | 16.11 |
| Gamma neutral (USD/share) | 10.50 |
| Gamma max (USD/share) | 19.96 |
| Open interest (contracts) | 115,093 |
| Nearest-expiration max pain (USD/share) | 17.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 20.00 |
| Net gamma exposure | 2,388,315 |
| Confirmed GEX flip (USD/share) | 10.50 |
| Call wall (USD/share) | 20.50 |
| Put wall (USD/share) | 15.00 |
| Put/call open-interest ratio | 0.37 |
| Options catalyst-intensity score (0–100) | 44.6 |
| Options directional score (-100 to +100) | 28.3 |
| IV rank | 35.4 |
| Front ATM IV | +67.8% |
| Front-minus-back IV | -8.5 pp |
| Front expected move | +9.4% |
| Front ATM straddle / spot | +7.0% |
| Front 25-delta risk reversal | -10.5 pp |
| Call OI change, 1 session | -308 contracts · -0.4% |
| Put OI change, 1 session | -2,258 contracts · -6.8% |
| Call minus put OI growth, 1 session | +6.5 pp |
| Call OI change, 5 sessions | +7,103 contracts · +9.2% |
| Put OI change, 5 sessions | -170 contracts · -0.5% |
| Call minus put OI growth, 5 sessions | +9.8 pp |
| Daily call OI change surprise | -0.05σ (252 prior changes) |
| Daily put OI change surprise | -0.50σ (252 prior changes) |
| Daily call-minus-put growth surprise | +1.74σ (252 prior changes) |
| Daily open interest change (contracts) | -2,566 |
| Daily open interest change z-score (prior 252) | -0.24σ (252 prior changes) |
| Gamma max distance from close | +27.8% |
| Delta neutral distance from close | +3.1% |
| Prior-year sessions closer to gamma max | 75.4% of 252 |
| Prior-year sessions closer to delta neutral | 24.2% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 16 | -3.0% | -4.8% to -0.5% | 25% | -4.4% to -1.2% | -1.2% |
| above | Day +3 | 16 | -2.8% | -12.2% to +0.4% | 25% | -11.6% to -0.3% | -0.3% |
| above | Day +5 | 16 | -5.3% | -15.8% to +2.4% | 31% | -14.8% to +1.5% | 0.0% |
| above | Day +10 | 16 | -11.8% | -17.6% to +4.9% | 38% | -17.5% to +4.8% | 0.0% |
| below | Day +1 | 17 | -2.5% | -6.9% to +0.0% | 29% | -6.9% to +0.0% | 0.0% |
| below | Day +3 | 17 | -1.9% | -8.0% to +1.5% | 35% | -8.0% to +1.5% | 0.0% |
| below | Day +5 | 17 | -6.1% | -13.7% to -1.0% | 24% | -13.7% to -1.0% | -1.0% |
| below | Day +10 | 17 | -6.1% | -9.6% to +6.3% | 47% | -9.6% to +6.3% | 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/NNE.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/NNE.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/NNE.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).