# NXE: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 8.37 |
| Delta neutral (USD/share) | 8.75 |
| Gamma neutral (USD/share) | 8.94 |
| Gamma max (USD/share) | 12.25 |
| Open interest (contracts) | 196,627 |
| Nearest-expiration max pain (USD/share) | 9.00 (2026-11-20) |
| All-expiration max pain (USD/share) | 10.00 |
| Net gamma exposure | -1,387,985 |
| Confirmed GEX flip (USD/share) | 8.94 |
| Call wall (USD/share) | 10.00 |
| Put wall (USD/share) | 9.00 |
| Put/call open-interest ratio | 0.61 |
| Options catalyst-intensity score (0–100) | 44.7 |
| Options directional score (-100 to +100) | -8.1 |
| IV rank | 100.0 |
| Front-minus-back IV | 1.3 pp |
| Front 25-delta risk reversal | 5.5 pp |
| Call OI change, 1 session | -9,274 contracts · -7.1% |
| Put OI change, 1 session | -4,704 contracts · -5.9% |
| Call minus put OI growth, 1 session | -1.1 pp |
| Call OI change, 5 sessions | -2,958 contracts · -2.4% |
| Put OI change, 5 sessions | -2,342 contracts · -3.1% |
| Call minus put OI growth, 5 sessions | +0.7 pp |
| Daily call OI change surprise | -0.49σ (252 prior changes) |
| Daily put OI change surprise | -0.53σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.11σ (252 prior changes) |
| Daily open interest change (contracts) | -13,978 |
| Daily open interest change z-score (prior 252) | -0.55σ (252 prior changes) |
| Gamma max distance from close | +46.4% |
| Delta neutral distance from close | +4.5% |
| Prior-year sessions closer to gamma max | 95.6% of 252 |
| Prior-year sessions closer to delta neutral | 19.8% 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 | -1.3% | -2.7% to +1.6% | 38% | -1.5% to +0.2% | 0.0% |
| above | Day +3 | 47 | -1.9% | -5.0% to +3.8% | 34% | -3.4% to -0.9% | -0.9% |
| above | Day +5 | 47 | -3.1% | -6.5% to +1.7% | 43% | -5.3% to +0.5% | 0.0% |
| above | Day +10 | 47 | -3.7% | -9.0% to +7.3% | 40% | -6.3% to +3.1% | 0.0% |
| below | Day +1 | 50 | +0.2% | -1.6% to +2.0% | 54% | -0.6% to +1.1% | 0.0% |
| below | Day +3 | 50 | -2.2% | -4.9% to +1.8% | 32% | -3.5% to -0.9% | -0.9% |
| below | Day +5 | 50 | -0.7% | -5.3% to +5.6% | 48% | -3.3% to +3.2% | 0.0% |
| below | Day +10 | 50 | -2.0% | -7.9% to +5.5% | 36% | -5.4% to -0.2% | -0.2% |

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/NXE.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/NXE.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/NXE.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).