# COMP: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 9.13 |
| Delta neutral (USD/share) | 8.00 |
| Gamma neutral (USD/share) | 9.13 |
| Gamma max (USD/share) | 10.99 |
| Open interest (contracts) | 117,884 |
| Nearest-expiration max pain (USD/share) | 9.00 (2026-11-20) |
| All-expiration max pain (USD/share) | 8.00 |
| Net gamma exposure | 3,085,227 |
| Call wall (USD/share) | 10.00 |
| Put wall (USD/share) | 7.00 |
| Put/call open-interest ratio | 0.51 |
| Options catalyst-intensity score (0–100) | 28.3 |
| Options directional score (-100 to +100) | -4.4 |
| IV rank | 65.8 |
| Front-minus-back IV | 0.0 pp |
| Front 25-delta risk reversal | 5.1 pp |
| Call OI change, 1 session | -6,943 contracts · -8.2% |
| Put OI change, 1 session | -4,652 contracts · -10.5% |
| Call minus put OI growth, 1 session | +2.3 pp |
| Call OI change, 5 sessions | +1,169 contracts · +1.5% |
| Put OI change, 5 sessions | +13,075 contracts · +48.8% |
| Call minus put OI growth, 5 sessions | -47.3 pp |
| Daily call OI change surprise | -0.36σ (252 prior changes) |
| Daily put OI change surprise | -0.88σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.16σ (252 prior changes) |
| Daily open interest change (contracts) | -11,595 |
| Daily open interest change z-score (prior 252) | -0.55σ (252 prior changes) |
| Gamma max distance from close | +20.4% |
| Delta neutral distance from close | -12.4% |
| Prior-year sessions closer to gamma max | 83.7% of 252 |
| Prior-year sessions closer to delta neutral | 11.5% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 30 | -0.7% | -2.5% to +2.1% | 43% | -2.2% to +0.7% | 0.0% |
| above | Day +3 | 30 | -0.9% | -4.5% to +2.5% | 33% | -2.3% to -0.2% | -0.2% |
| above | Day +5 | 30 | -1.6% | -7.2% to +4.1% | 47% | -3.2% to +1.4% | 0.0% |
| above | Day +10 | 30 | -1.1% | -8.7% to +8.1% | 47% | -5.7% to +5.2% | 0.0% |
| below | Day +1 | 29 | -0.2% | -1.9% to +1.8% | 48% | -1.5% to +1.3% | 0.0% |
| below | Day +3 | 29 | -0.4% | -4.0% to +5.5% | 45% | -3.4% to +1.6% | 0.0% |
| below | Day +5 | 29 | -0.4% | -7.7% to +3.9% | 45% | -7.2% to +2.7% | 0.0% |
| below | Day +10 | 29 | -1.7% | -11.3% to +7.7% | 38% | -6.1% to +4.5% | 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/COMP.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/COMP.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/COMP.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).