# NRG: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 95.23 |
| Delta neutral (USD/share) | 98.71 |
| Gamma neutral (USD/share) | 85.33 |
| Gamma max (USD/share) | 114.46 |
| Open interest (contracts) | 139,398 |
| Nearest-expiration max pain (USD/share) | 102.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 110.00 |
| Net gamma exposure | 3,209,085 |
| Confirmed GEX flip (USD/share) | 85.33 |
| Call wall (USD/share) | 120.00 |
| Put wall (USD/share) | 90.00 |
| Put/call open-interest ratio | 0.60 |
| Options catalyst-intensity score (0–100) | 52.5 |
| Options directional score (-100 to +100) | 9.6 |
| IV rank | 100.0 |
| Front ATM IV | +49.3% |
| Front-minus-back IV | -2.5 pp |
| Front expected move | +6.8% |
| Front ATM straddle / spot | +7.8% |
| Front 25-delta risk reversal | -2.5 pp |
| Call OI change, 1 session | -1,845 contracts · -2.1% |
| Put OI change, 1 session | -1,200 contracts · -2.2% |
| Call minus put OI growth, 1 session | +0.2 pp |
| Call OI change, 5 sessions | +13,538 contracts · +18.4% |
| Put OI change, 5 sessions | +2,962 contracts · +6.0% |
| Call minus put OI growth, 5 sessions | +12.4 pp |
| Daily call OI change surprise | -0.32σ (252 prior changes) |
| Daily put OI change surprise | -0.63σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.05σ (252 prior changes) |
| Daily open interest change (contracts) | -3,045 |
| Daily open interest change z-score (prior 252) | -0.43σ (252 prior changes) |
| Gamma max distance from close | +20.2% |
| Delta neutral distance from close | +3.7% |
| Prior-year sessions closer to gamma max | 87.7% of 252 |
| Prior-year sessions closer to delta neutral | 42.9% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 40 | +0.2% | -1.1% to +1.2% | 53% | -0.7% to +0.7% | 0.0% |
| above | Day +3 | 40 | +0.7% | -1.5% to +2.6% | 53% | -0.9% to +1.5% | 0.0% |
| above | Day +5 | 40 | +1.2% | -2.0% to +4.3% | 60% | -0.1% to +3.1% | 0.0% |
| above | Day +10 | 40 | +0.6% | -6.0% to +4.3% | 55% | -4.1% to +3.4% | 0.0% |
| below | Day +1 | 38 | +0.4% | -1.2% to +1.5% | 55% | -0.4% to +1.1% | 0.0% |
| below | Day +3 | 38 | +1.2% | -2.3% to +3.2% | 68% | +0.3% to +2.7% | +0.3% |
| below | Day +5 | 38 | +0.7% | -3.0% to +4.2% | 53% | -1.3% to +2.3% | 0.0% |
| below | Day +10 | 38 | -1.8% | -6.0% to +3.0% | 37% | -3.7% to +0.4% | 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/NRG.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/NRG.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/NRG.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).