# SEDG: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 33.09 |
| Delta neutral (USD/share) | 31.07 |
| Gamma neutral (USD/share) | 30.02 |
| Gamma max (USD/share) | 42.87 |
| Open interest (contracts) | 252,816 |
| Nearest-expiration max pain (USD/share) | 33.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 35.00 |
| Net gamma exposure | 3,302,365 |
| Confirmed GEX flip (USD/share) | 30.02 |
| Call wall (USD/share) | 32.50 |
| Put wall (USD/share) | 30.00 |
| Put/call open-interest ratio | 0.53 |
| Options catalyst-intensity score (0–100) | 46.2 |
| Options directional score (-100 to +100) | -14.1 |
| IV rank | 100.0 |
| Front ATM IV | +75.7% |
| Front-minus-back IV | -12.7 pp |
| Front expected move | +10.5% |
| Front ATM straddle / spot | +7.5% |
| Front 25-delta risk reversal | 9.3 pp |
| Call OI change, 1 session | -3,647 contracts · -2.2% |
| Put OI change, 1 session | -6,555 contracts · -7.0% |
| Call minus put OI growth, 1 session | +4.8 pp |
| Call OI change, 5 sessions | +1,415 contracts · +0.9% |
| Put OI change, 5 sessions | -3,273 contracts · -3.6% |
| Call minus put OI growth, 5 sessions | +4.5 pp |
| Daily call OI change surprise | -0.45σ (252 prior changes) |
| Daily put OI change surprise | -0.90σ (252 prior changes) |
| Daily call-minus-put growth surprise | +1.45σ (252 prior changes) |
| Daily open interest change (contracts) | -10,202 |
| Daily open interest change z-score (prior 252) | -0.68σ (252 prior changes) |
| Gamma max distance from close | +29.6% |
| Delta neutral distance from close | -6.1% |
| Prior-year sessions closer to gamma max | 68.7% of 252 |
| Prior-year sessions closer to delta neutral | 20.2% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 8 | -2.8% | -8.7% to -0.2% | 25% | -9.6% to +3.5% | 0.0% |
| above | Day +3 | 8 | -1.2% | -10.3% to +2.8% | 38% | -14.4% to +7.9% | 0.0% |
| above | Day +5 | 8 | -1.8% | -8.3% to +3.0% | 50% | -12.2% to +11.1% | 0.0% |
| above | Day +10 | 8 | -7.4% | -11.8% to -2.5% | 25% | -12.8% to +0.1% | 0.0% |
| below | Day +1 | 9 | -1.3% | -3.1% to -1.1% | 22% | -3.4% to +2.0% | 0.0% |
| below | Day +3 | 9 | -5.4% | -9.6% to +7.6% | 44% | -9.7% to +14.1% | 0.0% |
| below | Day +5 | 9 | +1.0% | -8.4% to +11.0% | 56% | -10.6% to +22.4% | 0.0% |
| below | Day +10 | 9 | -6.1% | -15.0% to +3.8% | 44% | -15.8% to +9.1% | 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/SEDG.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/SEDG.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/SEDG.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).