# EH: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 3.61 |
| Delta neutral (USD/share) | 2.42 |
| Gamma neutral (USD/share) | 3.61 |
| Gamma max (USD/share) | 6.39 |
| Open interest (contracts) | 234,144 |
| Nearest-expiration max pain (USD/share) | 5.00 (2026-11-20) |
| All-expiration max pain (USD/share) | 5.00 |
| Net gamma exposure | 2,080,566 |
| Call wall (USD/share) | 10.00 |
| Put wall (USD/share) | 5.00 |
| Put/call open-interest ratio | 0.02 |
| Options catalyst-intensity score (0–100) | 57.1 |
| Options directional score (-100 to +100) | 45.5 |
| IV rank | 100.0 |
| Front-minus-back IV | – pp |
| Front 25-delta risk reversal | -63.2 pp |
| Call OI change, 1 session | -10,980 contracts · -4.6% |
| Put OI change, 1 session | -3,348 contracts · -41.9% |
| Call minus put OI growth, 1 session | +37.3 pp |
| Call OI change, 5 sessions | -11,974 contracts · -5.0% |
| Put OI change, 5 sessions | -8,076 contracts · -63.5% |
| Call minus put OI growth, 5 sessions | +58.5 pp |
| Daily call OI change surprise | -1.31σ (252 prior changes) |
| Daily put OI change surprise | -0.92σ (252 prior changes) |
| Daily call-minus-put growth surprise | +3.20σ (252 prior changes) |
| Daily open interest change (contracts) | -14,328 |
| Daily open interest change z-score (prior 252) | -1.37σ (252 prior changes) |
| Gamma max distance from close | +76.9% |
| Delta neutral distance from close | -32.9% |
| Prior-year sessions closer to gamma max | 98.8% of 252 |
| Prior-year sessions closer to delta neutral | 29.4% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 21 | -0.8% | -3.5% to +2.6% | 38% | -2.9% to +2.2% | 0.0% |
| above | Day +3 | 21 | -2.7% | -4.6% to +7.7% | 38% | -4.4% to +5.1% | 0.0% |
| above | Day +5 | 21 | -3.8% | -6.3% to +3.1% | 29% | -6.1% to -1.4% | -1.4% |
| above | Day +10 | 21 | -4.2% | -9.7% to +3.8% | 43% | -8.1% to +3.7% | 0.0% |
| below | Day +1 | 22 | -1.2% | -4.8% to +0.6% | 41% | -3.8% to +0.3% | 0.0% |
| below | Day +3 | 22 | -1.5% | -7.3% to +2.7% | 36% | -6.0% to +2.6% | 0.0% |
| below | Day +5 | 22 | -8.2% | -11.8% to +5.4% | 36% | -11.3% to +3.6% | 0.0% |
| below | Day +10 | 22 | -5.0% | -14.1% to +7.3% | 41% | -13.9% to +6.1% | 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/EH.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/EH.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/EH.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).