# WOLF: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 35.28 |
| Delta neutral (USD/share) | 22.11 |
| Gamma neutral (USD/share) | 25.56 |
| Gamma max (USD/share) | 35.02 |
| Open interest (contracts) | 304,660 |
| Nearest-expiration max pain (USD/share) | 27.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 30.00 |
| Net gamma exposure | 10,143,243 |
| Confirmed GEX flip (USD/share) | 25.56 |
| Call wall (USD/share) | 45.00 |
| Put wall (USD/share) | 25.00 |
| Put/call open-interest ratio | 0.44 |
| Options catalyst-intensity score (0–100) | 49.5 |
| Options directional score (-100 to +100) | -12.4 |
| IV rank | 38.0 |
| Front ATM IV | +96.5% |
| Front-minus-back IV | -11.1 pp |
| Front expected move | +13.4% |
| Front ATM straddle / spot | +14.4% |
| Front 25-delta risk reversal | 39.4 pp |
| Call OI change, 1 session | -4,676 contracts · -2.2% |
| Put OI change, 1 session | -3,514 contracts · -3.6% |
| Call minus put OI growth, 1 session | +1.5 pp |
| Call OI change, 5 sessions | -15,109 contracts · -6.7% |
| Put OI change, 5 sessions | -1,479 contracts · -1.6% |
| Call minus put OI growth, 5 sessions | -5.1 pp |
| Daily call OI change surprise | -0.22σ (244 prior changes) |
| Daily put OI change surprise | -0.25σ (244 prior changes) |
| Daily call-minus-put growth surprise | -0.02σ (243 prior changes) |
| Daily open interest change (contracts) | -8,190 |
| Daily open interest change z-score (prior 252) | -0.02σ (252 prior changes) |
| Gamma max distance from close | -0.7% |
| Delta neutral distance from close | -37.3% |
| Prior-year sessions closer to gamma max | 1.6% of 252 |
| Prior-year sessions closer to delta neutral | 94.8% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 8 | -0.6% | -2.6% to +3.7% | 38% | -4.2% to +4.4% | 0.0% |
| above | Day +3 | 8 | -0.7% | -3.4% to +5.5% | 50% | -7.1% to +17.5% | 0.0% |
| above | Day +5 | 8 | -1.8% | -7.6% to +5.1% | 38% | -13.4% to +16.2% | 0.0% |
| above | Day +10 | 8 | -7.4% | -11.2% to +7.5% | 25% | -14.9% to +35.0% | 0.0% |
| below | Day +1 | 5 | +0.0% | -1.5% to +3.6% | 60% | -2.2% to +8.8% | 0.0% |
| below | Day +3 | 5 | -0.8% | -3.3% to +5.4% | 40% | -7.0% to +10.5% | 0.0% |
| below | Day +5 | 5 | -2.0% | -12.0% to +2.6% | 40% | -14.9% to +12.3% | 0.0% |
| below | Day +10 | 5 | -0.5% | -0.8% to -0.2% | 20% | -25.8% to +16.2% | 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/WOLF.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/WOLF.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/WOLF.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).