# IHI: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 53.74 |
| Delta neutral (USD/share) | 58.08 |
| Gamma neutral (USD/share) | 53.74 |
| Gamma max (USD/share) | 73.65 |
| Open interest (contracts) | 124,034 |
| Nearest-expiration max pain (USD/share) | 51.00 (2026-11-20) |
| All-expiration max pain (USD/share) | 52.00 |
| Net gamma exposure | -23,581,368 |
| Call wall (USD/share) | 55.00 |
| Put wall (USD/share) | 50.00 |
| Put/call open-interest ratio | 8.15 |
| Options catalyst-intensity score (0–100) | 39.8 |
| Options directional score (-100 to +100) | -24.7 |
| IV rank | 100.0 |
| Front-minus-back IV | 0.0 pp |
| Front 25-delta risk reversal | 2.4 pp |
| Call OI change, 1 session | -32,113 contracts · -70.3% |
| Put OI change, 1 session | -77,642 contracts · -41.3% |
| Call minus put OI growth, 1 session | -29.0 pp |
| Call OI change, 5 sessions | -32,012 contracts · -70.3% |
| Put OI change, 5 sessions | -78,058 contracts · -41.4% |
| Call minus put OI growth, 5 sessions | -28.8 pp |
| Daily call OI change surprise | -16.23σ (252 prior changes) |
| Daily put OI change surprise | -13.47σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.92σ (237 prior changes) |
| Daily open interest change (contracts) | -109,755 |
| Daily open interest change z-score (prior 252) | -17.81σ (252 prior changes) |
| Gamma max distance from close | +37.0% |
| Delta neutral distance from close | +8.1% |
| Prior-year sessions closer to gamma max | 97.6% of 252 |
| Prior-year sessions closer to delta neutral | 87.3% 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 | +0.5% | -0.2% to +1.0% | 71% | +0.0% to +1.0% | +0.0% |
| above | Day +3 | 21 | +0.6% | -0.2% to +1.5% | 67% | -0.2% to +1.3% | 0.0% |
| above | Day +5 | 21 | +0.4% | -1.2% to +1.7% | 52% | -0.9% to +1.1% | 0.0% |
| above | Day +10 | 21 | +1.0% | -2.5% to +2.8% | 62% | -2.2% to +2.2% | 0.0% |
| below | Day +1 | 20 | +0.1% | -0.4% to +0.5% | 60% | -0.4% to +0.5% | 0.0% |
| below | Day +3 | 20 | +0.2% | -0.9% to +1.6% | 55% | -0.8% to +1.5% | 0.0% |
| below | Day +5 | 20 | +0.4% | -0.8% to +2.3% | 55% | -0.8% to +2.2% | 0.0% |
| below | Day +10 | 20 | +0.3% | -3.5% to +2.4% | 55% | -3.4% to +2.2% | 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/IHI.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/IHI.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/IHI.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).