# VG: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 13.13 |
| Delta neutral (USD/share) | 11.33 |
| Gamma neutral (USD/share) | 10.00 |
| Gamma max (USD/share) | 14.47 |
| Open interest (contracts) | 684,976 |
| Nearest-expiration max pain (USD/share) | 13.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 12.50 |
| Net gamma exposure | 19,303,093 |
| Confirmed GEX flip (USD/share) | 10.00 |
| Call wall (USD/share) | 12.50 |
| Put wall (USD/share) | 12.50 |
| Put/call open-interest ratio | 0.74 |
| Options catalyst-intensity score (0–100) | 52.8 |
| Options directional score (-100 to +100) | 23.4 |
| IV rank | 62.4 |
| Front ATM IV | +61.0% |
| Front-minus-back IV | -5.7 pp |
| Front expected move | +8.4% |
| Front ATM straddle / spot | +5.9% |
| Front 25-delta risk reversal | -235.1 pp |
| Call OI change, 1 session | -42,202 contracts · -9.7% |
| Put OI change, 1 session | -2,703 contracts · -0.9% |
| Call minus put OI growth, 1 session | -8.7 pp |
| Call OI change, 5 sessions | -29,413 contracts · -6.9% |
| Put OI change, 5 sessions | +3,120 contracts · +1.1% |
| Call minus put OI growth, 5 sessions | -8.0 pp |
| Daily call OI change surprise | -2.17σ (252 prior changes) |
| Daily put OI change surprise | -0.26σ (252 prior changes) |
| Daily call-minus-put growth surprise | -2.48σ (252 prior changes) |
| Daily open interest change (contracts) | -44,905 |
| Daily open interest change z-score (prior 252) | -1.52σ (252 prior changes) |
| Gamma max distance from close | +10.2% |
| Delta neutral distance from close | -13.7% |
| Prior-year sessions closer to gamma max | 38.9% of 252 |
| Prior-year sessions closer to delta neutral | 29.8% 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 | -0.0% | -1.6% to +1.9% | 48% | -1.0% to +0.7% | 0.0% |
| above | Day +3 | 23 | +2.2% | -0.9% to +5.2% | 57% | -0.2% to +2.9% | 0.0% |
| above | Day +5 | 23 | +0.4% | -2.8% to +5.5% | 57% | -1.2% to +4.7% | 0.0% |
| above | Day +10 | 23 | +0.9% | -5.7% to +5.6% | 57% | -4.0% to +4.0% | 0.0% |
| below | Day +1 | 25 | -0.4% | -1.2% to +0.5% | 44% | -1.2% to +0.1% | 0.0% |
| below | Day +3 | 25 | +0.2% | -1.8% to +3.6% | 56% | -1.0% to +3.6% | 0.0% |
| below | Day +5 | 25 | +0.2% | -1.8% to +5.0% | 56% | -1.3% to +4.7% | 0.0% |
| below | Day +10 | 25 | +0.9% | -6.6% to +5.5% | 60% | -4.0% to +5.0% | 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/VG.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/VG.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/VG.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).