# IGV: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 104.34 |
| Delta neutral (USD/share) | 106.30 |
| Gamma neutral (USD/share) | 129.26 |
| Gamma max (USD/share) | 140.77 |
| Open interest (contracts) | 1,329,856 |
| Nearest-expiration max pain (USD/share) | 108.00 (2026-10-23) |
| All-expiration max pain (USD/share) | 102.00 |
| Net gamma exposure | -72,707,011 |
| Confirmed GEX flip (USD/share) | 129.26 |
| Call wall (USD/share) | 100.00 |
| Put wall (USD/share) | 90.00 |
| Put/call open-interest ratio | 3.02 |
| Options catalyst-intensity score (0–100) | 42.7 |
| Options directional score (-100 to +100) | -19.3 |
| IV rank | 47.9 |
| Front-minus-back IV | 2.4 pp |
| Front 25-delta risk reversal | 0.8 pp |
| Call OI change, 1 session | -52,971 contracts · -13.8% |
| Put OI change, 1 session | -74,440 contracts · -6.9% |
| Call minus put OI growth, 1 session | -6.9 pp |
| Call OI change, 5 sessions | -48,634 contracts · -12.8% |
| Put OI change, 5 sessions | +46,898 contracts · +4.9% |
| Call minus put OI growth, 5 sessions | -17.7 pp |
| Daily call OI change surprise | -1.10σ (252 prior changes) |
| Daily put OI change surprise | -1.77σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.85σ (252 prior changes) |
| Daily open interest change (contracts) | -127,411 |
| Daily open interest change z-score (prior 252) | -1.55σ (252 prior changes) |
| Gamma max distance from close | +34.9% |
| Delta neutral distance from close | +1.9% |
| Prior-year sessions closer to gamma max | 100.0% 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 | 18 | -0.1% | -1.1% to +0.9% | 50% | -1.0% to +0.8% | 0.0% |
| above | Day +3 | 18 | -1.0% | -2.1% to +1.7% | 39% | -1.9% to +1.4% | 0.0% |
| above | Day +5 | 18 | -0.0% | -2.9% to +2.5% | 50% | -1.9% to +2.2% | 0.0% |
| above | Day +10 | 18 | -0.4% | -3.2% to +4.3% | 50% | -2.9% to +3.7% | 0.0% |
| below | Day +1 | 16 | -1.2% | -2.0% to -0.2% | 25% | -2.0% to -0.5% | -0.5% |
| below | Day +3 | 16 | -0.3% | -2.2% to +1.3% | 31% | -2.2% to +1.2% | 0.0% |
| below | Day +5 | 16 | -1.7% | -3.7% to +0.2% | 25% | -3.7% to -0.2% | -0.2% |
| below | Day +10 | 16 | -1.2% | -4.3% to +1.4% | 38% | -4.0% to +1.4% | 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/IGV.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/IGV.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/IGV.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).