# CAPR: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 6.71 |
| Delta neutral (USD/share) | 3.16 |
| Gamma neutral (USD/share) | 6.71 |
| Gamma max (USD/share) | 6.90 |
| Open interest (contracts) | 165,205 |
| Nearest-expiration max pain (USD/share) | 7.00 (2026-10-23) |
| All-expiration max pain (USD/share) | 7.50 |
| Net gamma exposure | 1,650,915 |
| Call wall (USD/share) | 10.00 |
| Put wall (USD/share) | 9.00 |
| Put/call open-interest ratio | 0.53 |
| Options catalyst-intensity score (0–100) | 43.3 |
| Options directional score (-100 to +100) | 17.5 |
| IV rank | 100.0 |
| Front-minus-back IV | -136.4 pp |
| Front 25-delta risk reversal | -4.5 pp |
| Call OI change, 1 session | -11,909 contracts · -10.0% |
| Put OI change, 1 session | -4,975 contracts · -8.0% |
| Call minus put OI growth, 1 session | -2.0 pp |
| Call OI change, 5 sessions | -7,374 contracts · -6.4% |
| Put OI change, 5 sessions | +282 contracts · +0.5% |
| Call minus put OI growth, 5 sessions | -6.9 pp |
| Daily call OI change surprise | -1.57σ (250 prior changes) |
| Daily put OI change surprise | -0.35σ (250 prior changes) |
| Daily call-minus-put growth surprise | -0.16σ (250 prior changes) |
| Daily open interest change (contracts) | -16,884 |
| Daily open interest change z-score (prior 252) | -0.87σ (252 prior changes) |
| Gamma max distance from close | +2.9% |
| Delta neutral distance from close | -52.9% |
| Prior-year sessions closer to gamma max | 9.5% of 252 |
| Prior-year sessions closer to delta neutral | 90.9% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 29 | -1.5% | -3.5% to +1.3% | 28% | -2.4% to -0.2% | -0.2% |
| above | Day +3 | 29 | -0.7% | -5.6% to +1.5% | 48% | -3.8% to +0.5% | 0.0% |
| above | Day +5 | 29 | -0.1% | -6.1% to +4.4% | 48% | -5.2% to +4.1% | 0.0% |
| above | Day +10 | 29 | -0.7% | -9.6% to +11.4% | 48% | -8.4% to +9.2% | 0.0% |
| below | Day +1 | 37 | +0.5% | -2.9% to +2.9% | 57% | -1.3% to +1.6% | 0.0% |
| below | Day +3 | 37 | 0.0% | -4.1% to +2.6% | 49% | -2.2% to +1.1% | 0.0% |
| below | Day +5 | 37 | +1.7% | -5.9% to +6.9% | 57% | -2.8% to +3.8% | 0.0% |
| below | Day +10 | 37 | +0.9% | -8.0% to +13.6% | 59% | -2.5% to +4.2% | 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/CAPR.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/CAPR.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/CAPR.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).