# NVDL: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 38.50 |
| Delta neutral (USD/share) | 30.74 |
| Gamma neutral (USD/share) | 27.85 |
| Gamma max (USD/share) | 39.99 |
| Open interest (contracts) | 311,729 |
| Nearest-expiration max pain (USD/share) | 34.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 26.00 |
| Net gamma exposure | 11,996,270 |
| Confirmed GEX flip (USD/share) | 27.85 |
| Call wall (USD/share) | 40.00 |
| Put wall (USD/share) | 35.00 |
| Put/call open-interest ratio | 0.44 |
| Options catalyst-intensity score (0–100) | 47.2 |
| Options directional score (-100 to +100) | 3.2 |
| IV rank | 100.0 |
| Front ATM IV | +56.0% |
| Front-minus-back IV | -11.4 pp |
| Front expected move | +7.8% |
| Front ATM straddle / spot | +5.7% |
| Front 25-delta risk reversal | 1.7 pp |
| Call OI change, 1 session | -42,831 contracts · -16.5% |
| Put OI change, 1 session | -11,481 contracts · -10.8% |
| Call minus put OI growth, 1 session | -5.7 pp |
| Call OI change, 5 sessions | -6,658 contracts · -3.0% |
| Put OI change, 5 sessions | -3,828 contracts · -3.9% |
| Call minus put OI growth, 5 sessions | +0.9 pp |
| Daily call OI change surprise | -2.04σ (252 prior changes) |
| Daily put OI change surprise | -0.97σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.13σ (252 prior changes) |
| Daily open interest change (contracts) | -54,312 |
| Daily open interest change z-score (prior 252) | -1.67σ (252 prior changes) |
| Gamma max distance from close | +3.9% |
| Delta neutral distance from close | -20.1% |
| Prior-year sessions closer to gamma max | 18.7% of 252 |
| Prior-year sessions closer to delta neutral | 76.2% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 39 | +0.9% | -0.8% to +4.6% | 64% | -0.2% to +3.4% | 0.0% |
| above | Day +3 | 39 | +1.4% | -4.5% to +5.8% | 59% | -1.7% to +4.8% | 0.0% |
| above | Day +5 | 39 | +0.9% | -4.4% to +7.5% | 59% | -2.5% to +4.1% | 0.0% |
| above | Day +10 | 39 | +5.5% | -9.9% to +15.9% | 59% | -3.9% to +12.2% | 0.0% |
| below | Day +1 | 35 | -0.4% | -3.5% to +3.9% | 46% | -2.2% to +2.6% | 0.0% |
| below | Day +3 | 35 | +0.9% | -2.9% to +3.8% | 51% | -1.9% to +3.0% | 0.0% |
| below | Day +5 | 35 | +0.8% | -5.5% to +8.8% | 51% | -2.9% to +4.0% | 0.0% |
| below | Day +10 | 35 | -0.8% | -8.3% to +13.6% | 49% | -6.1% to +6.2% | 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/NVDL.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/NVDL.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/NVDL.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).