# QQQ: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 749.58 |
| Delta neutral (USD/share) | 727.73 |
| Gamma neutral (USD/share) | 741.21 |
| Gamma max (USD/share) | 762.69 |
| Open interest (contracts) | 11,406,834 |
| Nearest-expiration max pain (USD/share) | 740.00 (2026-10-05) |
| All-expiration max pain (USD/share) | 720.00 |
| Net gamma exposure | 519,431,329 |
| Confirmed GEX flip (USD/share) | 741.21 |
| Call wall (USD/share) | 760.00 |
| Put wall (USD/share) | 700.00 |
| Put/call open-interest ratio | 1.41 |
| Options catalyst-intensity score (0–100) | 49.1 |
| Options directional score (-100 to +100) | -30.0 |
| IV rank | 16.5 |
| Front ATM IV | +18.0% |
| Front-minus-back IV | -2.1 pp |
| Front expected move | +1.6% |
| Front ATM straddle / spot | +0.8% |
| Front 25-delta risk reversal | 2.0 pp |
| Call OI change, 1 session | -123,351 contracts · -2.5% |
| Put OI change, 1 session | -144,705 contracts · -2.1% |
| Call minus put OI growth, 1 session | -0.4 pp |
| Call OI change, 5 sessions | -190,437 contracts · -3.9% |
| Put OI change, 5 sessions | -22,311 contracts · -0.3% |
| Call minus put OI growth, 5 sessions | -3.5 pp |
| Daily call OI change surprise | -0.65σ (252 prior changes) |
| Daily put OI change surprise | -0.46σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.25σ (252 prior changes) |
| Daily open interest change (contracts) | -268,056 |
| Daily open interest change z-score (prior 252) | -0.54σ (252 prior changes) |
| Gamma max distance from close | +1.7% |
| Delta neutral distance from close | -2.9% |
| Prior-year sessions closer to gamma max | 8.3% of 252 |
| Prior-year sessions closer to delta neutral | 72.2% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 0 | – | – to – | — | — | – |
| above | Day +3 | 0 | – | – to – | — | — | – |
| above | Day +5 | 0 | – | – to – | — | — | – |
| above | Day +10 | 0 | – | – to – | — | — | – |
| below | Day +1 | 0 | – | – to – | — | — | – |
| below | Day +3 | 0 | – | – to – | — | — | – |
| below | Day +5 | 0 | – | – to – | — | — | – |
| below | Day +10 | 0 | – | – to – | — | — | – |

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