# ZETA: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 32.63 |
| Delta neutral (USD/share) | 25.85 |
| Gamma neutral (USD/share) | 25.81 |
| Gamma max (USD/share) | 32.69 |
| Open interest (contracts) | 241,873 |
| Nearest-expiration max pain (USD/share) | 30.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 22.50 |
| Net gamma exposure | 10,834,748 |
| Confirmed GEX flip (USD/share) | 25.81 |
| Call wall (USD/share) | 30.00 |
| Put wall (USD/share) | 30.00 |
| Put/call open-interest ratio | 0.51 |
| Options catalyst-intensity score (0–100) | 48.4 |
| Options directional score (-100 to +100) | 14.3 |
| IV rank | 60.4 |
| Front ATM IV | +62.6% |
| Front-minus-back IV | -7.8 pp |
| Front expected move | +8.7% |
| Front ATM straddle / spot | +6.7% |
| Front 25-delta risk reversal | -3.2 pp |
| Call OI change, 1 session | -5,197 contracts · -3.1% |
| Put OI change, 1 session | -1,385 contracts · -1.7% |
| Call minus put OI growth, 1 session | -1.5 pp |
| Call OI change, 5 sessions | +19,659 contracts · +14.0% |
| Put OI change, 5 sessions | +4,745 contracts · +6.2% |
| Call minus put OI growth, 5 sessions | +7.8 pp |
| Daily call OI change surprise | -0.36σ (252 prior changes) |
| Daily put OI change surprise | -0.23σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.21σ (252 prior changes) |
| Daily open interest change (contracts) | -6,582 |
| Daily open interest change z-score (prior 252) | -0.34σ (252 prior changes) |
| Gamma max distance from close | +0.2% |
| Delta neutral distance from close | -20.8% |
| Prior-year sessions closer to gamma max | 1.6% of 252 |
| Prior-year sessions closer to delta neutral | 58.3% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 40 | -0.4% | -2.3% to +1.3% | 48% | -2.0% to +1.1% | 0.0% |
| above | Day +3 | 40 | +1.0% | -3.9% to +5.0% | 53% | -1.9% to +2.9% | 0.0% |
| above | Day +5 | 40 | +1.9% | -4.9% to +7.8% | 57% | -1.9% to +4.2% | 0.0% |
| above | Day +10 | 40 | -2.0% | -9.7% to +9.0% | 43% | -4.4% to +2.5% | 0.0% |
| below | Day +1 | 39 | +0.5% | -3.1% to +2.9% | 54% | -1.4% to +1.8% | 0.0% |
| below | Day +3 | 39 | +1.0% | -3.4% to +6.1% | 54% | -1.7% to +4.3% | 0.0% |
| below | Day +5 | 39 | +3.7% | -4.2% to +8.6% | 62% | -2.3% to +6.0% | 0.0% |
| below | Day +10 | 39 | +4.0% | -6.6% to +12.0% | 54% | -4.2% to +9.1% | 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/ZETA.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/ZETA.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/ZETA.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).