# DNN: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 2.28 |
| Delta neutral (USD/share) | 1.13 |
| Gamma neutral (USD/share) | 2.28 |
| Gamma max (USD/share) | 2.52 |
| Open interest (contracts) | 319,128 |
| Nearest-expiration max pain (USD/share) | 0.50 (2026-10-23) |
| All-expiration max pain (USD/share) | 2.00 |
| Net gamma exposure | 11,211,144 |
| Call wall (USD/share) | 3.00 |
| Put wall (USD/share) | 2.50 |
| Put/call open-interest ratio | 0.16 |
| Options catalyst-intensity score (0–100) | 58.5 |
| Options directional score (-100 to +100) | 40.8 |
| IV rank | 100.0 |
| Front-minus-back IV | – pp |
| Front 25-delta risk reversal | -27.0 pp |
| Call OI change, 1 session | -29,005 contracts · -9.5% |
| Put OI change, 1 session | -7,209 contracts · -14.1% |
| Call minus put OI growth, 1 session | +4.6 pp |
| Call OI change, 5 sessions | -16,490 contracts · -5.7% |
| Put OI change, 5 sessions | -11,379 contracts · -20.6% |
| Call minus put OI growth, 5 sessions | +14.9 pp |
| Daily call OI change surprise | -2.12σ (252 prior changes) |
| Daily put OI change surprise | -2.59σ (252 prior changes) |
| Daily call-minus-put growth surprise | +1.36σ (252 prior changes) |
| Daily open interest change (contracts) | -36,214 |
| Daily open interest change z-score (prior 252) | -2.26σ (252 prior changes) |
| Gamma max distance from close | +10.3% |
| Delta neutral distance from close | -50.2% |
| Prior-year sessions closer to gamma max | 66.7% of 252 |
| Prior-year sessions closer to delta neutral | 38.1% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 63 | 0.0% | -2.6% to +2.2% | 49% | -1.0% to +1.2% | 0.0% |
| above | Day +3 | 63 | +2.2% | -1.9% to +4.9% | 62% | +1.3% to +3.4% | +1.3% |
| above | Day +5 | 63 | 0.0% | -3.2% to +5.6% | 48% | -0.9% to +2.0% | 0.0% |
| above | Day +10 | 63 | +2.5% | -3.8% to +10.5% | 54% | -1.3% to +5.0% | 0.0% |
| below | Day +1 | 64 | +0.7% | -1.5% to +3.1% | 56% | -0.6% to +1.7% | 0.0% |
| below | Day +3 | 64 | +0.4% | -2.7% to +4.8% | 50% | -0.9% to +2.8% | 0.0% |
| below | Day +5 | 64 | +1.4% | -3.0% to +5.6% | 59% | -0.7% to +2.8% | 0.0% |
| below | Day +10 | 64 | +3.4% | -5.1% to +9.5% | 59% | 0.0% to +6.0% | 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/DNN.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/DNN.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/DNN.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).