# NXE: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 9.00 |
| Delta neutral (USD/share) | 9.07 |
| Gamma neutral (USD/share) | 9.30 |
| Gamma max (USD/share) | 12.19 |
| Open interest (contracts) | 201,439 |
| Nearest-expiration max pain (USD/share) | 10.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 10.00 |
| Net gamma exposure | -965,156 |
| Confirmed GEX flip (USD/share) | 9.30 |
| Call wall (USD/share) | 10.00 |
| Put wall (USD/share) | 9.00 |
| Put/call open-interest ratio | 0.63 |
| Options catalyst-intensity score (0–100) | 47.9 |
| Options directional score (-100 to +100) | 23.9 |
| IV rank | 21.7 |
| Front ATM IV | +49.8% |
| Front-minus-back IV | -6.1 pp |
| Front expected move | +9.8% |
| Front ATM straddle / spot | +7.5% |
| Front 25-delta risk reversal | -171.1 pp |
| Call OI change, 1 session | +271 contracts · +0.2% |
| Put OI change, 1 session | +114 contracts · +0.1% |
| Call minus put OI growth, 1 session | +0.1 pp |
| Call OI change, 5 sessions | +8,099 contracts · +7.0% |
| Put OI change, 5 sessions | +2,213 contracts · +2.9% |
| Call minus put OI growth, 5 sessions | +4.1 pp |
| Daily call OI change surprise | +0.05σ (252 prior changes) |
| Daily put OI change surprise | +0.03σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.08σ (252 prior changes) |
| Daily open interest change (contracts) | 385 |
| Daily open interest change z-score (prior 252) | +0.04σ (252 prior changes) |
| Gamma max distance from close | +35.5% |
| Delta neutral distance from close | +0.7% |
| Prior-year sessions closer to gamma max | 88.5% of 252 |
| Prior-year sessions closer to delta neutral | 3.2% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 47 | -1.3% | -2.7% to +1.6% | 38% | -1.5% to +0.2% | 0.0% |
| above | Day +3 | 47 | -1.9% | -5.0% to +3.8% | 34% | -3.4% to -0.9% | -0.9% |
| above | Day +5 | 47 | -3.1% | -6.5% to +1.7% | 43% | -5.3% to +0.5% | 0.0% |
| above | Day +10 | 47 | -3.7% | -9.0% to +7.3% | 40% | -6.3% to +3.1% | 0.0% |
| below | Day +1 | 50 | +0.2% | -1.6% to +2.0% | 54% | -0.6% to +1.1% | 0.0% |
| below | Day +3 | 50 | -2.2% | -4.9% to +1.8% | 32% | -3.5% to -0.9% | -0.9% |
| below | Day +5 | 50 | -0.7% | -5.3% to +5.6% | 48% | -3.3% to +3.2% | 0.0% |
| below | Day +10 | 50 | -2.0% | -7.9% to +5.5% | 36% | -5.4% to -0.2% | -0.2% |

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/NXE.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/NXE.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/NXE.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).