# GRPN: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 16.57 |
| Delta neutral (USD/share) | 11.99 |
| Gamma neutral (USD/share) | 2.16 |
| Gamma max (USD/share) | 21.79 |
| Open interest (contracts) | 124,863 |
| Nearest-expiration max pain (USD/share) | 19.00 (2026-11-20) |
| All-expiration max pain (USD/share) | 18.00 |
| Net gamma exposure | 3,398,499 |
| Confirmed GEX flip (USD/share) | 2.16 |
| Call wall (USD/share) | 22.00 |
| Put wall (USD/share) | 17.00 |
| Put/call open-interest ratio | 0.32 |
| Options catalyst-intensity score (0–100) | 56.7 |
| Options directional score (-100 to +100) | 7.3 |
| IV rank | 100.0 |
| Front-minus-back IV | 6.6 pp |
| Front 25-delta risk reversal | 4.9 pp |
| Call OI change, 1 session | -26,067 contracts · -21.6% |
| Put OI change, 1 session | -5,467 contracts · -15.3% |
| Call minus put OI growth, 1 session | -6.3 pp |
| Call OI change, 5 sessions | -20,019 contracts · -17.5% |
| Put OI change, 5 sessions | -3,289 contracts · -9.8% |
| Call minus put OI growth, 5 sessions | -7.7 pp |
| Daily call OI change surprise | -4.23σ (252 prior changes) |
| Daily put OI change surprise | -2.84σ (252 prior changes) |
| Daily call-minus-put growth surprise | -1.60σ (252 prior changes) |
| Daily open interest change (contracts) | -31,534 |
| Daily open interest change z-score (prior 252) | -3.98σ (252 prior changes) |
| Gamma max distance from close | +31.5% |
| Delta neutral distance from close | -27.6% |
| Prior-year sessions closer to gamma max | 79.8% of 252 |
| Prior-year sessions closer to delta neutral | 67.1% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 47 | -0.1% | -4.3% to +2.9% | 49% | -2.6% to +1.5% | 0.0% |
| above | Day +3 | 47 | +1.4% | -4.3% to +6.6% | 55% | -1.8% to +2.9% | 0.0% |
| above | Day +5 | 47 | +0.6% | -5.4% to +10.7% | 55% | -0.6% to +6.2% | 0.0% |
| above | Day +10 | 47 | +7.2% | -6.3% to +17.3% | 60% | -0.9% to +10.9% | 0.0% |
| below | Day +1 | 46 | -0.3% | -2.8% to +2.2% | 43% | -1.9% to +1.1% | 0.0% |
| below | Day +3 | 46 | +1.1% | -3.6% to +5.2% | 57% | -2.1% to +2.4% | 0.0% |
| below | Day +5 | 46 | +3.1% | -6.7% to +9.6% | 65% | +0.3% to +6.1% | +0.3% |
| below | Day +10 | 46 | +7.0% | -8.4% to +18.2% | 63% | -2.4% to +12.2% | 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/GRPN.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/GRPN.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/GRPN.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).