# SE: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 95.19 |
| Delta neutral (USD/share) | 98.69 |
| Gamma neutral (USD/share) | 96.44 |
| Gamma max (USD/share) | 126.88 |
| Open interest (contracts) | 221,543 |
| Nearest-expiration max pain (USD/share) | 95.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 105.00 |
| Net gamma exposure | -615,420 |
| Confirmed GEX flip (USD/share) | 96.44 |
| Call wall (USD/share) | 120.00 |
| Put wall (USD/share) | 95.00 |
| Put/call open-interest ratio | 0.65 |
| Options catalyst-intensity score (0–100) | 41.6 |
| Options directional score (-100 to +100) | -11.5 |
| IV rank | 93.3 |
| Front ATM IV | +46.1% |
| Front-minus-back IV | -10.3 pp |
| Front expected move | +6.4% |
| Front ATM straddle / spot | +4.5% |
| Front 25-delta risk reversal | 2.5 pp |
| Call OI change, 1 session | +948 contracts · +0.7% |
| Put OI change, 1 session | -536 contracts · -0.6% |
| Call minus put OI growth, 1 session | +1.3 pp |
| Call OI change, 5 sessions | +5,740 contracts · +4.5% |
| Put OI change, 5 sessions | +1,227 contracts · +1.4% |
| Call minus put OI growth, 5 sessions | +3.0 pp |
| Daily call OI change surprise | +0.12σ (252 prior changes) |
| Daily put OI change surprise | -0.05σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.34σ (252 prior changes) |
| Daily open interest change (contracts) | 412 |
| Daily open interest change z-score (prior 252) | +0.05σ (252 prior changes) |
| Gamma max distance from close | +33.3% |
| Delta neutral distance from close | +3.7% |
| Prior-year sessions closer to gamma max | 83.7% of 252 |
| Prior-year sessions closer to delta neutral | 31.7% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 26 | +0.0% | -1.5% to +1.0% | 50% | -0.6% to +0.9% | 0.0% |
| above | Day +3 | 26 | -0.2% | -3.5% to +3.1% | 46% | -2.3% to +2.0% | 0.0% |
| above | Day +5 | 26 | +0.2% | -2.9% to +5.3% | 58% | -2.6% to +5.0% | 0.0% |
| above | Day +10 | 26 | -1.3% | -5.7% to +3.1% | 42% | -5.5% to +2.7% | 0.0% |
| below | Day +1 | 26 | -0.3% | -1.8% to +1.6% | 42% | -1.2% to +1.4% | 0.0% |
| below | Day +3 | 26 | -0.1% | -4.4% to +1.9% | 50% | -4.0% to +1.1% | 0.0% |
| below | Day +5 | 26 | -0.1% | -4.4% to +1.5% | 50% | -3.9% to +1.2% | 0.0% |
| below | Day +10 | 26 | +0.2% | -4.6% to +3.1% | 50% | -4.1% to +2.3% | 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/SE.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/SE.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/SE.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).