# LULU: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 97.10 |
| Delta neutral (USD/share) | 103.48 |
| Gamma neutral (USD/share) | 97.32 |
| Gamma max (USD/share) | 146.95 |
| Open interest (contracts) | 449,182 |
| Nearest-expiration max pain (USD/share) | 96.00 (2026-10-23) |
| All-expiration max pain (USD/share) | 110.00 |
| Net gamma exposure | -292,950 |
| Confirmed GEX flip (USD/share) | 97.32 |
| Call wall (USD/share) | 100.00 |
| Put wall (USD/share) | 100.00 |
| Put/call open-interest ratio | 0.60 |
| Options catalyst-intensity score (0–100) | 37.1 |
| Options directional score (-100 to +100) | -0.7 |
| IV rank | 82.5 |
| Front-minus-back IV | -8.9 pp |
| Front 25-delta risk reversal | 3.0 pp |
| Call OI change, 1 session | -27,756 contracts · -9.0% |
| Put OI change, 1 session | -21,409 contracts · -11.2% |
| Call minus put OI growth, 1 session | +2.2 pp |
| Call OI change, 5 sessions | -15,710 contracts · -5.3% |
| Put OI change, 5 sessions | -12,241 contracts · -6.7% |
| Call minus put OI growth, 5 sessions | +1.4 pp |
| Daily call OI change surprise | -1.81σ (252 prior changes) |
| Daily put OI change surprise | -1.89σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.99σ (252 prior changes) |
| Daily open interest change (contracts) | -49,165 |
| Daily open interest change z-score (prior 252) | -1.88σ (252 prior changes) |
| Gamma max distance from close | +51.3% |
| Delta neutral distance from close | +6.6% |
| Prior-year sessions closer to gamma max | 90.1% of 252 |
| Prior-year sessions closer to delta neutral | 47.2% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 8 | -0.7% | -1.7% to +0.2% | 25% | -2.1% to +0.7% | 0.0% |
| above | Day +3 | 8 | +0.2% | -2.0% to +0.6% | 63% | -4.9% to +1.6% | 0.0% |
| above | Day +5 | 8 | +0.2% | -3.6% to +0.6% | 63% | -4.0% to +1.2% | 0.0% |
| above | Day +10 | 8 | -4.0% | -6.0% to +2.3% | 38% | -6.2% to +3.1% | 0.0% |
| below | Day +1 | 8 | -1.1% | -1.8% to +1.3% | 38% | -1.9% to +1.4% | 0.0% |
| below | Day +3 | 8 | -1.1% | -3.9% to +0.2% | 25% | -4.1% to +3.3% | 0.0% |
| below | Day +5 | 8 | -2.0% | -3.4% to -0.9% | 25% | -3.7% to +1.6% | 0.0% |
| below | Day +10 | 8 | -3.1% | -3.6% to +0.8% | 38% | -4.7% to +1.0% | 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/LULU.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/LULU.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/LULU.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).