# AUR: options-positioning snapshot

Canonical: https://halfonadouble.com/stock/AUR
Data through: 2026-10-16 close
Publisher: Half on a Double

| Published field | Value |
| --- | --- |
| Close (USD/share) | 4.86 |
| Delta neutral (USD/share) | 2.82 |
| Gamma neutral (USD/share) | 4.86 |
| Gamma max (USD/share) | 6.05 |
| Open interest (contracts) | 554,002 |
| Nearest-expiration max pain (USD/share) | 1.50 (2026-10-23) |
| All-expiration max pain (USD/share) | 5.00 |
| Net gamma exposure | 18,778,083 |
| Call wall (USD/share) | 7.00 |
| Put wall (USD/share) | 4.00 |
| Put/call open-interest ratio | 0.14 |
| Options catalyst-intensity score (0–100) | 51.0 |
| Options directional score (-100 to +100) | 42.1 |
| IV rank | 100.0 |
| Front-minus-back IV | -8.0 pp |
| Front 25-delta risk reversal | -48.7 pp |
| Call OI change, 1 session | -11,410 contracts · -2.3% |
| Put OI change, 1 session | -3,091 contracts · -4.4% |
| Call minus put OI growth, 1 session | +2.1 pp |
| Call OI change, 5 sessions | -12,390 contracts · -2.5% |
| Put OI change, 5 sessions | -2,134 contracts · -3.1% |
| Call minus put OI growth, 5 sessions | +0.6 pp |
| Daily call OI change surprise | -1.21σ (252 prior changes) |
| Daily put OI change surprise | -1.07σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.53σ (252 prior changes) |
| Daily open interest change (contracts) | -14,501 |
| Daily open interest change z-score (prior 252) | -1.27σ (252 prior changes) |
| Gamma max distance from close | +24.5% |
| Delta neutral distance from close | -41.8% |
| Prior-year sessions closer to gamma max | 86.1% of 252 |
| Prior-year sessions closer to delta neutral | 30.2% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 26 | -1.2% | -4.4% to +0.6% | 27% | -4.0% to 0.0% | 0.0% |
| above | Day +3 | 26 | -3.3% | -6.3% to +3.3% | 27% | -6.1% to -1.5% | -1.5% |
| above | Day +5 | 26 | -3.0% | -10.0% to +6.6% | 38% | -6.9% to +2.1% | 0.0% |
| above | Day +10 | 26 | -4.4% | -14.8% to +7.6% | 46% | -13.7% to +3.0% | 0.0% |
| below | Day +1 | 23 | +0.2% | -4.0% to +4.4% | 52% | -2.5% to +4.0% | 0.0% |
| below | Day +3 | 23 | +1.6% | -4.4% to +6.8% | 57% | -2.6% to +6.4% | 0.0% |
| below | Day +5 | 23 | +0.3% | -4.4% to +4.5% | 57% | -4.0% to +3.6% | 0.0% |
| below | Day +10 | 23 | -5.3% | -9.5% to +5.8% | 43% | -8.4% to +3.8% | 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/AUR.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/AUR.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/AUR.json?date=2026-10-16&public_schema=4)

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).