# SIL: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 86.50 |
| Delta neutral (USD/share) | 84.67 |
| Gamma neutral (USD/share) | 84.72 |
| Gamma max (USD/share) | 105.92 |
| Open interest (contracts) | 127,253 |
| Nearest-expiration max pain (USD/share) | 90.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 85.00 |
| Net gamma exposure | 757,105 |
| Confirmed GEX flip (USD/share) | 84.72 |
| Call wall (USD/share) | 90.00 |
| Put wall (USD/share) | 80.00 |
| Put/call open-interest ratio | 0.47 |
| Options catalyst-intensity score (0–100) | 41.0 |
| Options directional score (-100 to +100) | 0.2 |
| IV rank | 7.3 |
| Front ATM IV | +45.5% |
| Front-minus-back IV | -1.6 pp |
| Front expected move | +8.9% |
| Front ATM straddle / spot | +6.9% |
| Front 25-delta risk reversal | 2.0 pp |
| Call OI change, 1 session | +123 contracts · +0.1% |
| Put OI change, 1 session | +27 contracts · +0.1% |
| Call minus put OI growth, 1 session | +0.1 pp |
| Call OI change, 5 sessions | -106 contracts · -0.1% |
| Put OI change, 5 sessions | +895 contracts · +2.3% |
| Call minus put OI growth, 5 sessions | -2.4 pp |
| Daily call OI change surprise | +0.00σ (252 prior changes) |
| Daily put OI change surprise | -0.03σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.12σ (252 prior changes) |
| Daily open interest change (contracts) | 150 |
| Daily open interest change z-score (prior 252) | -0.01σ (252 prior changes) |
| Gamma max distance from close | +22.5% |
| Delta neutral distance from close | -2.1% |
| Prior-year sessions closer to gamma max | 87.3% of 252 |
| Prior-year sessions closer to delta neutral | 7.9% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 40 | +0.4% | -1.0% to +1.1% | 60% | -0.4% to +0.6% | 0.0% |
| above | Day +3 | 40 | +0.3% | -2.0% to +2.5% | 50% | -1.4% to +2.0% | 0.0% |
| above | Day +5 | 40 | -0.7% | -2.3% to +3.1% | 43% | -1.5% to +1.7% | 0.0% |
| above | Day +10 | 40 | +0.9% | -2.2% to +4.4% | 53% | -1.4% to +2.4% | 0.0% |
| below | Day +1 | 39 | -0.3% | -1.1% to +0.9% | 46% | -0.7% to +0.4% | 0.0% |
| below | Day +3 | 39 | +0.1% | -2.0% to +2.1% | 51% | -1.3% to +1.8% | 0.0% |
| below | Day +5 | 39 | +0.4% | -2.4% to +3.2% | 51% | -1.4% to +2.1% | 0.0% |
| below | Day +10 | 39 | -0.1% | -5.8% to +4.4% | 49% | -3.6% 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/SIL.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/SIL.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/SIL.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).