# TTD: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 11.94 |
| Delta neutral (USD/share) | 12.69 |
| Gamma neutral (USD/share) | 1.34 |
| Gamma max (USD/share) | 15.05 |
| Open interest (contracts) | 855,538 |
| Nearest-expiration max pain (USD/share) | 13.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 15.00 |
| Net gamma exposure | 7,981,360 |
| Confirmed GEX flip (USD/share) | 1.34 |
| Call wall (USD/share) | 15.00 |
| Put wall (USD/share) | 12.50 |
| Put/call open-interest ratio | 0.33 |
| Options catalyst-intensity score (0–100) | 33.4 |
| Options directional score (-100 to +100) | 20.6 |
| IV rank | 40.8 |
| Front ATM IV | +51.6% |
| Front-minus-back IV | -24.4 pp |
| Front expected move | +7.2% |
| Front ATM straddle / spot | +5.2% |
| Front 25-delta risk reversal | -2.3 pp |
| Call OI change, 1 session | -17,777 contracts · -2.7% |
| Put OI change, 1 session | -14,280 contracts · -6.3% |
| Call minus put OI growth, 1 session | +3.6 pp |
| Call OI change, 5 sessions | +24,902 contracts · +4.0% |
| Put OI change, 5 sessions | -1,129 contracts · -0.5% |
| Call minus put OI growth, 5 sessions | +4.6 pp |
| Daily call OI change surprise | -0.60σ (252 prior changes) |
| Daily put OI change surprise | -0.94σ (252 prior changes) |
| Daily call-minus-put growth surprise | +1.46σ (252 prior changes) |
| Daily open interest change (contracts) | -32,057 |
| Daily open interest change z-score (prior 252) | -0.73σ (252 prior changes) |
| Gamma max distance from close | +26.1% |
| Delta neutral distance from close | +6.3% |
| Prior-year sessions closer to gamma max | 44.0% of 252 |
| Prior-year sessions closer to delta neutral | 40.9% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 14 | +0.3% | -1.7% to +1.6% | 64% | -1.7% to +1.7% | 0.0% |
| above | Day +3 | 14 | +2.0% | -2.7% to +4.9% | 64% | -2.8% to +5.4% | 0.0% |
| above | Day +5 | 14 | +1.0% | -3.7% to +1.9% | 64% | -3.9% to +2.0% | 0.0% |
| above | Day +10 | 14 | +1.0% | -4.1% to +5.7% | 50% | -4.2% to +5.8% | 0.0% |
| below | Day +1 | 15 | +1.0% | -1.8% to +3.2% | 60% | -1.9% to +3.3% | 0.0% |
| below | Day +3 | 15 | +0.4% | -1.8% to +3.1% | 53% | -2.3% to +3.3% | 0.0% |
| below | Day +5 | 15 | -0.9% | -2.4% to +3.1% | 47% | -2.9% to +3.5% | 0.0% |
| below | Day +10 | 15 | -0.2% | -7.7% to +2.6% | 47% | -7.9% to +2.8% | 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/TTD.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/TTD.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/TTD.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).