# XYZ: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 74.35 |
| Delta neutral (USD/share) | 70.55 |
| Gamma neutral (USD/share) | 68.35 |
| Gamma max (USD/share) | 86.14 |
| Open interest (contracts) | 435,644 |
| Nearest-expiration max pain (USD/share) | 75.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 72.50 |
| Net gamma exposure | 6,141,774 |
| Confirmed GEX flip (USD/share) | 68.35 |
| Call wall (USD/share) | 70.00 |
| Put wall (USD/share) | 75.00 |
| Put/call open-interest ratio | 0.65 |
| Options catalyst-intensity score (0–100) | 42.9 |
| Options directional score (-100 to +100) | -4.3 |
| IV rank | 100.0 |
| Front ATM IV | +41.7% |
| Front-minus-back IV | -8.8 pp |
| Front expected move | +5.8% |
| Front ATM straddle / spot | +4.1% |
| Front 25-delta risk reversal | 0.5 pp |
| Call OI change, 1 session | -9,518 contracts · -3.5% |
| Put OI change, 1 session | -6,015 contracts · -3.4% |
| Call minus put OI growth, 1 session | -0.1 pp |
| Call OI change, 5 sessions | +7,567 contracts · +3.0% |
| Put OI change, 5 sessions | +13,205 contracts · +8.3% |
| Call minus put OI growth, 5 sessions | -5.4 pp |
| Daily call OI change surprise | -0.42σ (252 prior changes) |
| Daily put OI change surprise | -0.50σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.06σ (252 prior changes) |
| Daily open interest change (contracts) | -15,533 |
| Daily open interest change z-score (prior 252) | -0.47σ (252 prior changes) |
| Gamma max distance from close | +15.9% |
| Delta neutral distance from close | -5.1% |
| Prior-year sessions closer to gamma max | 86.5% of 252 |
| Prior-year sessions closer to delta neutral | 37.3% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 13 | -0.4% | -1.6% to +1.9% | 46% | -1.6% to +1.9% | 0.0% |
| above | Day +3 | 13 | -0.0% | -2.6% to +2.5% | 46% | -2.6% to +2.5% | 0.0% |
| above | Day +5 | 13 | -1.7% | -4.6% to +2.6% | 46% | -4.6% to +2.6% | 0.0% |
| above | Day +10 | 13 | -4.8% | -8.5% to +0.5% | 31% | -8.5% to +0.5% | 0.0% |
| below | Day +1 | 12 | +0.5% | -0.9% to +0.7% | 58% | -1.2% to +1.0% | 0.0% |
| below | Day +3 | 12 | -1.1% | -3.0% to -0.2% | 17% | -4.1% to -0.1% | -0.1% |
| below | Day +5 | 12 | -2.3% | -6.5% to -0.5% | 25% | -7.5% to +1.0% | 0.0% |
| below | Day +10 | 12 | -4.8% | -5.6% to -0.3% | 25% | -7.5% to +0.3% | 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/XYZ.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/XYZ.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/XYZ.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).