# S: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 25.06 |
| Delta neutral (USD/share) | 18.88 |
| Gamma neutral (USD/share) | 14.46 |
| Gamma max (USD/share) | 25.10 |
| Open interest (contracts) | 229,962 |
| Nearest-expiration max pain (USD/share) | 22.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 18.00 |
| Net gamma exposure | 14,936,735 |
| Confirmed GEX flip (USD/share) | 14.46 |
| Call wall (USD/share) | 25.00 |
| Put wall (USD/share) | 22.00 |
| Put/call open-interest ratio | 0.27 |
| Options catalyst-intensity score (0–100) | 60.4 |
| Options directional score (-100 to +100) | 14.1 |
| IV rank | 76.3 |
| Front ATM IV | +51.7% |
| Front-minus-back IV | -0.8 pp |
| Front expected move | +7.2% |
| Front ATM straddle / spot | +5.7% |
| Front 25-delta risk reversal | 0.4 pp |
| Call OI change, 1 session | -8,595 contracts · -4.5% |
| Put OI change, 1 session | -6,508 contracts · -11.6% |
| Call minus put OI growth, 1 session | +7.1 pp |
| Call OI change, 5 sessions | +2,699 contracts · +1.5% |
| Put OI change, 5 sessions | +1,209 contracts · +2.5% |
| Call minus put OI growth, 5 sessions | -1.0 pp |
| Daily call OI change surprise | -0.62σ (252 prior changes) |
| Daily put OI change surprise | -1.68σ (252 prior changes) |
| Daily call-minus-put growth surprise | +2.00σ (252 prior changes) |
| Daily open interest change (contracts) | -15,103 |
| Daily open interest change z-score (prior 252) | -0.88σ (252 prior changes) |
| Gamma max distance from close | +0.1% |
| Delta neutral distance from close | -24.7% |
| Prior-year sessions closer to gamma max | 1.2% of 252 |
| Prior-year sessions closer to delta neutral | 69.0% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 44 | +0.2% | -2.0% to +1.5% | 52% | -1.2% to +1.1% | 0.0% |
| above | Day +3 | 43 | -0.2% | -2.9% to +3.6% | 47% | -1.8% to +2.5% | 0.0% |
| above | Day +5 | 43 | -0.1% | -2.1% to +4.6% | 49% | -0.6% to +3.3% | 0.0% |
| above | Day +10 | 43 | -1.8% | -7.8% to +4.8% | 40% | -6.8% to +0.8% | 0.0% |
| below | Day +1 | 40 | +0.4% | -2.0% to +2.7% | 55% | -1.3% to +2.1% | 0.0% |
| below | Day +3 | 40 | +1.1% | -0.6% to +4.6% | 63% | 0.0% to +1.8% | 0.0% |
| below | Day +5 | 40 | +2.0% | -3.5% to +5.6% | 57% | -1.2% to +3.4% | 0.0% |
| below | Day +10 | 40 | +1.2% | -6.8% to +4.8% | 55% | -4.5% to +3.0% | 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/S.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/S.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/S.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).