# NU: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 13.43 |
| Delta neutral (USD/share) | 12.72 |
| Gamma neutral (USD/share) | 11.42 |
| Gamma max (USD/share) | 15.00 |
| Open interest (contracts) | 2,144,632 |
| Nearest-expiration max pain (USD/share) | 13.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 13.50 |
| Net gamma exposure | 84,054,541 |
| Confirmed GEX flip (USD/share) | 11.42 |
| Call wall (USD/share) | 14.00 |
| Put wall (USD/share) | 13.00 |
| Put/call open-interest ratio | 0.52 |
| Options catalyst-intensity score (0–100) | 70.7 |
| Options directional score (-100 to +100) | 29.4 |
| IV rank | 37.2 |
| Front ATM IV | +70.8% |
| Front-minus-back IV | 13.0 pp |
| Front expected move | +9.8% |
| Front ATM straddle / spot | +7.3% |
| Front 25-delta risk reversal | -174.3 pp |
| Call OI change, 1 session | -28,460 contracts · -2.0% |
| Put OI change, 1 session | -1,950 contracts · -0.3% |
| Call minus put OI growth, 1 session | -1.7 pp |
| Call OI change, 5 sessions | +249,515 contracts · +21.5% |
| Put OI change, 5 sessions | +45,569 contracts · +6.6% |
| Call minus put OI growth, 5 sessions | +14.9 pp |
| Daily call OI change surprise | -0.48σ (252 prior changes) |
| Daily put OI change surprise | -0.09σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.48σ (252 prior changes) |
| Daily open interest change (contracts) | -30,410 |
| Daily open interest change z-score (prior 252) | -0.37σ (252 prior changes) |
| Gamma max distance from close | +11.7% |
| Delta neutral distance from close | -5.3% |
| Prior-year sessions closer to gamma max | 65.1% of 252 |
| Prior-year sessions closer to delta neutral | 33.7% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 23 | -0.4% | -1.7% to +0.9% | 35% | -1.0% to +0.5% | 0.0% |
| above | Day +3 | 23 | +0.3% | -2.3% to +2.7% | 52% | -1.8% to +1.7% | 0.0% |
| above | Day +5 | 23 | +1.6% | -2.6% to +4.0% | 61% | -0.4% to +3.2% | 0.0% |
| above | Day +10 | 23 | +2.4% | -4.0% to +8.1% | 65% | -2.8% to +6.8% | 0.0% |
| below | Day +1 | 23 | -0.2% | -1.9% to +1.6% | 48% | -1.7% to +1.4% | 0.0% |
| below | Day +3 | 23 | +0.3% | -1.1% to +3.5% | 52% | -0.6% to +2.4% | 0.0% |
| below | Day +5 | 23 | +2.8% | +0.5% to +5.7% | 78% | +1.7% to +4.5% | +1.7% |
| below | Day +10 | 23 | +1.8% | -1.7% to +8.3% | 61% | -1.3% to +7.5% | 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/NU.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/NU.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/NU.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).