# XRX: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 3.02 |
| Delta neutral (USD/share) | 1.87 |
| Gamma neutral (USD/share) | 1.07 |
| Gamma max (USD/share) | 3.01 |
| Open interest (contracts) | 117,505 |
| Nearest-expiration max pain (USD/share) | 3.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 3.00 |
| Net gamma exposure | 1,654,226 |
| Confirmed GEX flip (USD/share) | 1.07 |
| Call wall (USD/share) | 3.00 |
| Put wall (USD/share) | 3.00 |
| Put/call open-interest ratio | 1.00 |
| Options catalyst-intensity score (0–100) | 67.4 |
| Options directional score (-100 to +100) | 8.1 |
| IV rank | 79.5 |
| Front ATM IV | +82.8% |
| Front-minus-back IV | 16.5 pp |
| Front expected move | +16.2% |
| Front ATM straddle / spot | +12.4% |
| Front 25-delta risk reversal | -118.4 pp |
| Call OI change, 1 session | +22 contracts · +0.0% |
| Put OI change, 1 session | -77 contracts · -0.1% |
| Call minus put OI growth, 1 session | +0.2 pp |
| Call OI change, 5 sessions | +870 contracts · +1.5% |
| Put OI change, 5 sessions | +8,706 contracts · +17.4% |
| Call minus put OI growth, 5 sessions | -15.9 pp |
| Daily call OI change surprise | +0.00σ (250 prior changes) |
| Daily put OI change surprise | +0.02σ (250 prior changes) |
| Daily call-minus-put growth surprise | -0.02σ (250 prior changes) |
| Daily open interest change (contracts) | -55 |
| Daily open interest change z-score (prior 252) | +0.01σ (252 prior changes) |
| Gamma max distance from close | -0.2% |
| Delta neutral distance from close | -38.0% |
| Prior-year sessions closer to gamma max | 0.4% of 250 |
| Prior-year sessions closer to delta neutral | 38.8% of 250 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 10 | -0.0% | -1.6% to +2.5% | 50% | -2.9% to +3.2% | 0.0% |
| above | Day +3 | 10 | +3.6% | -2.6% to +6.7% | 60% | -3.4% to +7.6% | 0.0% |
| above | Day +5 | 10 | +1.6% | -6.5% to +7.2% | 50% | -9.2% to +9.0% | 0.0% |
| above | Day +10 | 10 | +0.5% | -6.3% to +8.0% | 50% | -7.2% to +10.1% | 0.0% |
| below | Day +1 | 10 | -0.6% | -1.6% to +0.5% | 50% | -3.1% to +1.0% | 0.0% |
| below | Day +3 | 10 | +0.2% | -3.9% to +2.2% | 50% | -4.8% to +4.7% | 0.0% |
| below | Day +5 | 10 | -0.1% | -3.3% to +3.4% | 50% | -4.7% to +3.8% | 0.0% |
| below | Day +10 | 10 | -5.5% | -7.2% to -1.5% | 10% | -10.9% to -0.3% | -0.3% |

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/XRX.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/XRX.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/XRX.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).