# SILJ: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 27.23 |
| Delta neutral (USD/share) | 23.14 |
| Gamma neutral (USD/share) | 3.83 |
| Gamma max (USD/share) | 31.79 |
| Open interest (contracts) | 535,533 |
| Nearest-expiration max pain (USD/share) | 27.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 25.00 |
| Net gamma exposure | 21,498,587 |
| Confirmed GEX flip (USD/share) | 3.83 |
| Call wall (USD/share) | 30.00 |
| Put wall (USD/share) | 25.00 |
| Put/call open-interest ratio | 0.17 |
| Options catalyst-intensity score (0–100) | 58.8 |
| Options directional score (-100 to +100) | 4.8 |
| IV rank | 100.0 |
| Front ATM IV | +46.7% |
| Front-minus-back IV | -2.7 pp |
| Front expected move | +6.5% |
| Front ATM straddle / spot | +5.0% |
| Front 25-delta risk reversal | 4.9 pp |
| Call OI change, 1 session | -6,720 contracts · -1.4% |
| Put OI change, 1 session | -3,603 contracts · -4.4% |
| Call minus put OI growth, 1 session | +3.0 pp |
| Call OI change, 5 sessions | +10,389 contracts · +2.3% |
| Put OI change, 5 sessions | +14,769 contracts · +23.3% |
| Call minus put OI growth, 5 sessions | -20.9 pp |
| Daily call OI change surprise | -0.22σ (252 prior changes) |
| Daily put OI change surprise | -0.19σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.29σ (252 prior changes) |
| Daily open interest change (contracts) | -10,323 |
| Daily open interest change z-score (prior 252) | -0.23σ (252 prior changes) |
| Gamma max distance from close | +16.8% |
| Delta neutral distance from close | -15.0% |
| Prior-year sessions closer to gamma max | 90.9% of 252 |
| Prior-year sessions closer to delta neutral | 16.7% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 43 | -0.2% | -1.4% to +1.5% | 42% | -0.9% to +0.7% | 0.0% |
| above | Day +3 | 43 | +0.7% | -2.6% to +4.3% | 58% | -1.2% to +2.6% | 0.0% |
| above | Day +5 | 43 | +0.4% | -3.0% to +5.5% | 51% | -1.9% to +3.0% | 0.0% |
| above | Day +10 | 43 | +1.4% | -5.7% to +6.8% | 58% | -2.0% to +4.5% | 0.0% |
| below | Day +1 | 40 | -0.1% | -1.4% to +1.0% | 48% | -0.8% to +0.4% | 0.0% |
| below | Day +3 | 40 | -0.1% | -3.1% to +2.9% | 50% | -1.8% to +1.2% | 0.0% |
| below | Day +5 | 40 | +1.0% | -2.8% to +4.8% | 53% | -1.4% to +3.0% | 0.0% |
| below | Day +10 | 40 | +0.7% | -6.9% to +7.3% | 55% | -4.6% to +3.4% | 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/SILJ.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/SILJ.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/SILJ.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).