# VFC: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 14.33 |
| Delta neutral (USD/share) | 14.33 |
| Gamma neutral (USD/share) | 14.33 |
| Gamma max (USD/share) | 21.09 |
| Open interest (contracts) | 620,126 |
| Nearest-expiration max pain (USD/share) | 14.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 14.50 |
| Net gamma exposure | 7,420,315 |
| Call wall (USD/share) | 14.50 |
| Put wall (USD/share) | 14.00 |
| Put/call open-interest ratio | 1.05 |
| Options catalyst-intensity score (0–100) | 42.2 |
| Options directional score (-100 to +100) | -3.7 |
| IV rank | 71.3 |
| Front ATM IV | +47.4% |
| Front-minus-back IV | -10.0 pp |
| Front expected move | +6.6% |
| Front ATM straddle / spot | +4.4% |
| Front 25-delta risk reversal | -5.0 pp |
| Call OI change, 1 session | -13,020 contracts · -4.1% |
| Put OI change, 1 session | -804 contracts · -0.3% |
| Call minus put OI growth, 1 session | -3.9 pp |
| Call OI change, 5 sessions | +23,540 contracts · +8.4% |
| Put OI change, 5 sessions | +806 contracts · +0.3% |
| Call minus put OI growth, 5 sessions | +8.2 pp |
| Daily call OI change surprise | -1.21σ (252 prior changes) |
| Daily put OI change surprise | -0.13σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.71σ (252 prior changes) |
| Daily open interest change (contracts) | -13,824 |
| Daily open interest change z-score (prior 252) | -0.70σ (252 prior changes) |
| Gamma max distance from close | +47.2% |
| Delta neutral distance from close | -0.0% |
| Prior-year sessions closer to gamma max | 70.2% of 252 |
| Prior-year sessions closer to delta neutral | 0.0% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 23 | -0.2% | -1.5% to +0.8% | 43% | -0.8% to +0.2% | 0.0% |
| above | Day +3 | 23 | -1.6% | -4.5% to +0.8% | 35% | -3.4% to +0.5% | 0.0% |
| above | Day +5 | 23 | -2.9% | -4.5% to +1.9% | 30% | -3.9% to -0.1% | -0.1% |
| above | Day +10 | 23 | -3.8% | -7.3% to +2.1% | 30% | -5.0% to -0.7% | -0.7% |
| below | Day +1 | 17 | +0.3% | -0.9% to +2.0% | 53% | -0.9% to +2.0% | 0.0% |
| below | Day +3 | 17 | -1.8% | -2.7% to +2.7% | 41% | -2.7% to +2.7% | 0.0% |
| below | Day +5 | 17 | -0.3% | -2.6% to +2.7% | 47% | -2.6% to +2.7% | 0.0% |
| below | Day +10 | 17 | -2.5% | -4.4% to +3.8% | 41% | -4.4% to +3.8% | 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/VFC.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/VFC.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/VFC.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).