# OSCR: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 30.94 |
| Delta neutral (USD/share) | 22.49 |
| Gamma neutral (USD/share) | 20.27 |
| Gamma max (USD/share) | 35.09 |
| Open interest (contracts) | 441,898 |
| Nearest-expiration max pain (USD/share) | 30.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 20.00 |
| Net gamma exposure | 7,163,013 |
| Confirmed GEX flip (USD/share) | 20.27 |
| Call wall (USD/share) | 35.00 |
| Put wall (USD/share) | 29.00 |
| Put/call open-interest ratio | 0.48 |
| Options catalyst-intensity score (0–100) | 57.4 |
| Options directional score (-100 to +100) | 5.0 |
| IV rank | 92.4 |
| Front ATM IV | +74.2% |
| Front-minus-back IV | -0.6 pp |
| Front expected move | +10.3% |
| Front ATM straddle / spot | +6.9% |
| Front 25-delta risk reversal | 0.4 pp |
| Call OI change, 1 session | -6,324 contracts · -2.1% |
| Put OI change, 1 session | -667 contracts · -0.5% |
| Call minus put OI growth, 1 session | -1.6 pp |
| Call OI change, 5 sessions | +2,506 contracts · +0.8% |
| Put OI change, 5 sessions | +6,019 contracts · +4.4% |
| Call minus put OI growth, 5 sessions | -3.5 pp |
| Daily call OI change surprise | -0.32σ (252 prior changes) |
| Daily put OI change surprise | -0.01σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.53σ (252 prior changes) |
| Daily open interest change (contracts) | -6,991 |
| Daily open interest change z-score (prior 252) | -0.19σ (252 prior changes) |
| Gamma max distance from close | +13.4% |
| Delta neutral distance from close | -27.3% |
| Prior-year sessions closer to gamma max | 56.0% of 252 |
| Prior-year sessions closer to delta neutral | 68.3% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 32 | -0.2% | -2.2% to +2.3% | 47% | -1.2% to +2.1% | 0.0% |
| above | Day +3 | 32 | +0.7% | -4.4% to +8.8% | 53% | -2.3% to +6.7% | 0.0% |
| above | Day +5 | 32 | +4.0% | -4.9% to +10.9% | 59% | -2.3% to +9.1% | 0.0% |
| above | Day +10 | 32 | +4.2% | -8.7% to +18.9% | 59% | -5.2% to +12.3% | 0.0% |
| below | Day +1 | 32 | -0.3% | -3.0% to +2.8% | 50% | -2.0% to +2.3% | 0.0% |
| below | Day +3 | 32 | +0.8% | -3.8% to +5.6% | 53% | -3.4% to +4.1% | 0.0% |
| below | Day +5 | 32 | -0.1% | -4.3% to +6.7% | 50% | -3.0% to +5.2% | 0.0% |
| below | Day +10 | 32 | -2.5% | -9.4% to +17.3% | 47% | -5.9% to +8.5% | 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/OSCR.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/OSCR.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/OSCR.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).