# SIRI: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 25.72 |
| Delta neutral (USD/share) | 24.15 |
| Gamma neutral (USD/share) | 21.04 |
| Gamma max (USD/share) | 27.74 |
| Open interest (contracts) | 227,135 |
| Nearest-expiration max pain (USD/share) | 25.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 25.00 |
| Net gamma exposure | 14,732,487 |
| Confirmed GEX flip (USD/share) | 21.04 |
| Call wall (USD/share) | 27.00 |
| Put wall (USD/share) | 26.00 |
| Put/call open-interest ratio | 0.52 |
| Options catalyst-intensity score (0–100) | 62.6 |
| Options directional score (-100 to +100) | -7.4 |
| IV rank | 86.5 |
| Front ATM IV | +38.4% |
| Front-minus-back IV | -0.3 pp |
| Front expected move | +5.3% |
| Front ATM straddle / spot | +4.5% |
| Front 25-delta risk reversal | 10.6 pp |
| Call OI change, 1 session | -43,094 contracts · -22.4% |
| Put OI change, 1 session | -1,318 contracts · -1.7% |
| Call minus put OI growth, 1 session | -20.8 pp |
| Call OI change, 5 sessions | -28,954 contracts · -16.3% |
| Put OI change, 5 sessions | +10,685 contracts · +15.9% |
| Call minus put OI growth, 5 sessions | -32.1 pp |
| Daily call OI change surprise | -1.59σ (252 prior changes) |
| Daily put OI change surprise | -0.28σ (252 prior changes) |
| Daily call-minus-put growth surprise | -1.96σ (252 prior changes) |
| Daily open interest change (contracts) | -44,412 |
| Daily open interest change z-score (prior 252) | -1.47σ (252 prior changes) |
| Gamma max distance from close | +7.9% |
| Delta neutral distance from close | -6.1% |
| Prior-year sessions closer to gamma max | 79.0% of 252 |
| Prior-year sessions closer to delta neutral | 38.5% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 28 | -0.2% | -1.3% to +0.8% | 39% | -0.3% to +0.3% | 0.0% |
| above | Day +3 | 28 | -0.9% | -3.2% to +1.3% | 39% | -2.6% to +0.7% | 0.0% |
| above | Day +5 | 28 | -1.6% | -3.9% to +1.2% | 32% | -2.8% to -0.2% | -0.2% |
| above | Day +10 | 28 | -2.8% | -6.7% to -0.0% | 25% | -5.2% to -1.2% | -1.2% |
| below | Day +1 | 23 | -0.5% | -1.9% to +0.1% | 26% | -1.6% to -0.0% | -0.0% |
| below | Day +3 | 23 | -0.3% | -2.4% to +1.3% | 43% | -1.8% to +1.0% | 0.0% |
| below | Day +5 | 23 | -0.8% | -5.2% to +0.2% | 30% | -3.5% to -0.2% | -0.2% |
| below | Day +10 | 23 | -1.7% | -4.9% to +0.4% | 39% | -3.3% to +0.2% | 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/SIRI.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/SIRI.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/SIRI.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).