# SLS: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 11.74 |
| Delta neutral (USD/share) | 7.33 |
| Gamma neutral (USD/share) | 9.60 |
| Gamma max (USD/share) | 15.76 |
| Open interest (contracts) | 958,390 |
| Nearest-expiration max pain (USD/share) | 11.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 5.00 |
| Net gamma exposure | 4,878,309 |
| Confirmed GEX flip (USD/share) | 9.60 |
| Call wall (USD/share) | 15.00 |
| Put wall (USD/share) | 12.00 |
| Put/call open-interest ratio | 0.49 |
| Options catalyst-intensity score (0–100) | 47.7 |
| Options directional score (-100 to +100) | 16.4 |
| IV rank | 80.9 |
| Front ATM IV | +100.7% |
| Front-minus-back IV | -82.1 pp |
| Front expected move | +13.9% |
| Front ATM straddle / spot | +10.0% |
| Front 25-delta risk reversal | -3.4 pp |
| Call OI change, 1 session | -18,983 contracts · -2.9% |
| Put OI change, 1 session | -7,101 contracts · -2.2% |
| Call minus put OI growth, 1 session | -0.7 pp |
| Call OI change, 5 sessions | -4,462 contracts · -0.7% |
| Put OI change, 5 sessions | +5,333 contracts · +1.7% |
| Call minus put OI growth, 5 sessions | -2.4 pp |
| Daily call OI change surprise | -0.97σ (252 prior changes) |
| Daily put OI change surprise | -0.88σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.16σ (252 prior changes) |
| Daily open interest change (contracts) | -26,084 |
| Daily open interest change z-score (prior 252) | -1.01σ (252 prior changes) |
| Gamma max distance from close | +34.2% |
| Delta neutral distance from close | -37.6% |
| Prior-year sessions closer to gamma max | 63.5% of 252 |
| Prior-year sessions closer to delta neutral | 8.3% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 25 | +0.8% | -3.0% to +2.3% | 52% | -2.7% to +1.9% | 0.0% |
| above | Day +3 | 25 | -2.7% | -6.6% to +7.0% | 40% | -6.1% to +6.6% | 0.0% |
| above | Day +5 | 25 | 0.0% | -5.7% to +9.3% | 44% | -4.9% to +9.0% | 0.0% |
| above | Day +10 | 25 | +2.6% | -5.6% to +10.5% | 56% | -3.9% to +7.4% | 0.0% |
| below | Day +1 | 34 | +0.8% | -3.6% to +3.1% | 56% | -0.8% to +1.7% | 0.0% |
| below | Day +3 | 34 | -0.7% | -2.9% to +5.7% | 41% | -1.6% to +4.8% | 0.0% |
| below | Day +5 | 34 | -0.6% | -4.0% to +6.0% | 44% | -2.5% to +3.2% | 0.0% |
| below | Day +10 | 34 | -0.4% | -5.8% to +12.7% | 50% | -4.6% to +5.2% | 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/SLS.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/SLS.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/SLS.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).