# VOO: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 707.54 |
| Delta neutral (USD/share) | 666.47 |
| Gamma neutral (USD/share) | 694.90 |
| Gamma max (USD/share) | 729.03 |
| Open interest (contracts) | 110,410 |
| Nearest-expiration max pain (USD/share) | 705.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 650.00 |
| Net gamma exposure | 9,467,894 |
| Confirmed GEX flip (USD/share) | 694.90 |
| Call wall (USD/share) | 710.00 |
| Put wall (USD/share) | 700.00 |
| Put/call open-interest ratio | 0.78 |
| Options catalyst-intensity score (0–100) | 46.2 |
| Options directional score (-100 to +100) | -16.9 |
| IV rank | 52.2 |
| Front ATM IV | +14.0% |
| Front-minus-back IV | -0.5 pp |
| Front expected move | +1.9% |
| Front ATM straddle / spot | +1.1% |
| Front 25-delta risk reversal | 2.6 pp |
| Call OI change, 1 session | -4,627 contracts · -6.9% |
| Put OI change, 1 session | -1,693 contracts · -3.4% |
| Call minus put OI growth, 1 session | -3.5 pp |
| Call OI change, 5 sessions | +5,517 contracts · +9.7% |
| Put OI change, 5 sessions | +2,375 contracts · +5.2% |
| Call minus put OI growth, 5 sessions | +4.6 pp |
| Daily call OI change surprise | -1.34σ (252 prior changes) |
| Daily put OI change surprise | -0.63σ (252 prior changes) |
| Daily call-minus-put growth surprise | -1.01σ (252 prior changes) |
| Daily open interest change (contracts) | -6,320 |
| Daily open interest change z-score (prior 252) | -1.06σ (252 prior changes) |
| Gamma max distance from close | +3.0% |
| Delta neutral distance from close | -5.8% |
| Prior-year sessions closer to gamma max | 82.1% of 252 |
| Prior-year sessions closer to delta neutral | 30.6% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 17 | +0.2% | -0.1% to +0.4% | 71% | -0.1% to +0.4% | 0.0% |
| above | Day +3 | 17 | +0.6% | -0.0% to +0.7% | 71% | -0.0% to +0.7% | 0.0% |
| above | Day +5 | 17 | +0.3% | -0.3% to +1.4% | 71% | -0.3% to +1.4% | 0.0% |
| above | Day +10 | 17 | +1.3% | +0.3% to +1.9% | 76% | +0.3% to +1.9% | +0.3% |
| below | Day +1 | 17 | +0.1% | -0.4% to +0.3% | 53% | -0.4% to +0.3% | 0.0% |
| below | Day +3 | 17 | +0.6% | -0.2% to +1.1% | 65% | -0.2% to +1.1% | 0.0% |
| below | Day +5 | 17 | +0.5% | -0.8% to +0.9% | 59% | -0.8% to +0.9% | 0.0% |
| below | Day +10 | 17 | +1.2% | -0.4% to +1.4% | 71% | -0.4% to +1.4% | 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/VOO.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/VOO.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/VOO.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).