# QURE: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 23.46 |
| Delta neutral (USD/share) | 22.13 |
| Gamma neutral (USD/share) | 23.46 |
| Gamma max (USD/share) | 32.60 |
| Open interest (contracts) | 234,331 |
| Nearest-expiration max pain (USD/share) | 32.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 30.00 |
| Net gamma exposure | 3,797,406 |
| Call wall (USD/share) | 50.00 |
| Put wall (USD/share) | 20.00 |
| Put/call open-interest ratio | 0.24 |
| Options catalyst-intensity score (0–100) | 37.6 |
| Options directional score (-100 to +100) | 3.8 |
| IV rank | 0.0 |
| Front ATM IV | +79.2% |
| Front-minus-back IV | -21.8 pp |
| Front expected move | +15.5% |
| Front ATM straddle / spot | +11.4% |
| Front 25-delta risk reversal | 5.4 pp |
| Call OI change, 1 session | +1,681 contracts · +0.9% |
| Put OI change, 1 session | -1,992 contracts · -4.2% |
| Call minus put OI growth, 1 session | +5.1 pp |
| Call OI change, 5 sessions | +29,617 contracts · +18.6% |
| Put OI change, 5 sessions | +521 contracts · +1.2% |
| Call minus put OI growth, 5 sessions | +17.4 pp |
| Daily call OI change surprise | +0.09σ (252 prior changes) |
| Daily put OI change surprise | -0.39σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.58σ (252 prior changes) |
| Daily open interest change (contracts) | -311 |
| Daily open interest change z-score (prior 252) | -0.03σ (252 prior changes) |
| Gamma max distance from close | +39.0% |
| Delta neutral distance from close | -5.6% |
| Prior-year sessions closer to gamma max | 89.7% of 252 |
| Prior-year sessions closer to delta neutral | 4.0% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 27 | -0.2% | -1.7% to +2.6% | 44% | -1.1% to +2.5% | 0.0% |
| above | Day +3 | 27 | +2.6% | -3.8% to +5.5% | 52% | -2.4% to +4.4% | 0.0% |
| above | Day +5 | 27 | +2.2% | -0.7% to +5.2% | 70% | +0.1% to +4.3% | +0.1% |
| above | Day +10 | 27 | +1.8% | -8.3% to +16.5% | 59% | -1.9% to +12.5% | 0.0% |
| below | Day +1 | 39 | -0.5% | -3.5% to +2.4% | 41% | -1.7% to +1.8% | 0.0% |
| below | Day +3 | 39 | -0.8% | -8.7% to +2.5% | 46% | -5.1% to +1.6% | 0.0% |
| below | Day +5 | 39 | -2.5% | -9.6% to +4.5% | 49% | -8.1% to +3.3% | 0.0% |
| below | Day +10 | 39 | +2.1% | -8.2% to +9.4% | 54% | -5.0% to +7.9% | 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/QURE.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/QURE.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/QURE.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).
