# NU: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 14.56 |
| Delta neutral (USD/share) | 13.13 |
| Gamma neutral (USD/share) | 11.66 |
| Gamma max (USD/share) | 16.74 |
| Open interest (contracts) | 2,068,255 |
| Nearest-expiration max pain (USD/share) | 15.00 (2026-10-23) |
| All-expiration max pain (USD/share) | 14.00 |
| Net gamma exposure | 87,155,256 |
| Confirmed GEX flip (USD/share) | 11.66 |
| Call wall (USD/share) | 14.00 |
| Put wall (USD/share) | 15.00 |
| Put/call open-interest ratio | 0.50 |
| Options catalyst-intensity score (0–100) | 53.2 |
| Options directional score (-100 to +100) | 29.0 |
| IV rank | 100.0 |
| Front-minus-back IV | -8.4 pp |
| Front 25-delta risk reversal | -127.1 pp |
| Call OI change, 1 session | -261,804 contracts · -16.0% |
| Put OI change, 1 session | -144,247 contracts · -17.3% |
| Call minus put OI growth, 1 session | +1.3 pp |
| Call OI change, 5 sessions | -284,926 contracts · -17.1% |
| Put OI change, 5 sessions | -84,353 contracts · -10.9% |
| Call minus put OI growth, 5 sessions | -6.3 pp |
| Daily call OI change surprise | -4.22σ (252 prior changes) |
| Daily put OI change surprise | -4.93σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.33σ (252 prior changes) |
| Daily open interest change (contracts) | -406,051 |
| Daily open interest change z-score (prior 252) | -4.66σ (252 prior changes) |
| Gamma max distance from close | +15.0% |
| Delta neutral distance from close | -9.9% |
| Prior-year sessions closer to gamma max | 69.8% of 252 |
| Prior-year sessions closer to delta neutral | 59.1% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 23 | -0.4% | -1.7% to +0.9% | 35% | -1.0% to +0.5% | 0.0% |
| above | Day +3 | 23 | +0.3% | -2.3% to +2.7% | 52% | -1.8% to +1.7% | 0.0% |
| above | Day +5 | 23 | +1.6% | -2.6% to +4.0% | 61% | -0.4% to +3.2% | 0.0% |
| above | Day +10 | 23 | +2.4% | -4.0% to +8.1% | 65% | -2.8% to +6.8% | 0.0% |
| below | Day +1 | 24 | -0.2% | -1.8% to +1.6% | 46% | -1.7% to +1.4% | 0.0% |
| below | Day +3 | 24 | +0.3% | -0.9% to +3.5% | 54% | -0.6% to +2.8% | 0.0% |
| below | Day +5 | 24 | +2.8% | -0.1% to +5.6% | 75% | +0.9% to +4.5% | +0.9% |
| below | Day +10 | 23 | +1.8% | -1.7% to +8.3% | 61% | -1.3% to +7.5% | 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/NU.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/NU.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/NU.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).