# SPCE: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 3.03 |
| Delta neutral (USD/share) | 2.34 |
| Gamma neutral (USD/share) | 0.54 |
| Gamma max (USD/share) | 3.38 |
| Open interest (contracts) | 436,690 |
| Nearest-expiration max pain (USD/share) | 3.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 3.00 |
| Net gamma exposure | 10,048,319 |
| Confirmed GEX flip (USD/share) | 0.54 |
| Call wall (USD/share) | 3.00 |
| Put wall (USD/share) | 3.00 |
| Put/call open-interest ratio | 0.35 |
| Options catalyst-intensity score (0–100) | 37.8 |
| Options directional score (-100 to +100) | -8.9 |
| IV rank | 83.2 |
| Front ATM IV | +61.1% |
| Front-minus-back IV | -20.1 pp |
| Front expected move | +8.5% |
| Front ATM straddle / spot | +6.3% |
| Front 25-delta risk reversal | 41.6 pp |
| Call OI change, 1 session | -5,372 contracts · -1.6% |
| Put OI change, 1 session | -2,418 contracts · -2.1% |
| Call minus put OI growth, 1 session | +0.5 pp |
| Call OI change, 5 sessions | +2,474 contracts · +0.8% |
| Put OI change, 5 sessions | +5,809 contracts · +5.5% |
| Call minus put OI growth, 5 sessions | -4.7 pp |
| Daily call OI change surprise | -0.26σ (252 prior changes) |
| Daily put OI change surprise | -0.16σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.05σ (252 prior changes) |
| Daily open interest change (contracts) | -7,790 |
| Daily open interest change z-score (prior 252) | -0.24σ (252 prior changes) |
| Gamma max distance from close | +11.7% |
| Delta neutral distance from close | -22.7% |
| Prior-year sessions closer to gamma max | 37.7% of 252 |
| Prior-year sessions closer to delta neutral | 61.5% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 22 | -3.1% | -5.3% to +4.1% | 41% | -4.8% to +3.5% | 0.0% |
| above | Day +3 | 22 | +0.8% | -3.5% to +7.5% | 59% | -3.0% to +6.8% | 0.0% |
| above | Day +5 | 22 | +1.9% | -5.4% to +8.5% | 55% | -4.4% to +7.4% | 0.0% |
| above | Day +10 | 22 | -5.0% | -9.5% to +14.4% | 36% | -8.2% to +12.9% | 0.0% |
| below | Day +1 | 18 | +0.6% | -4.2% to +5.1% | 56% | -2.7% to +4.0% | 0.0% |
| below | Day +3 | 18 | +2.2% | -1.6% to +11.2% | 56% | -1.4% to +9.3% | 0.0% |
| below | Day +5 | 18 | +7.0% | -0.6% to +15.3% | 72% | +0.8% to +11.1% | +0.8% |
| below | Day +10 | 18 | -5.3% | -10.4% to +1.9% | 33% | -6.5% to +1.5% | 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/SPCE.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/SPCE.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/SPCE.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).