# PGY: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 17.23 |
| Delta neutral (USD/share) | 14.42 |
| Gamma neutral (USD/share) | 11.06 |
| Gamma max (USD/share) | 19.38 |
| Open interest (contracts) | 111,336 |
| Nearest-expiration max pain (USD/share) | 18.00 (2026-11-20) |
| All-expiration max pain (USD/share) | 16.00 |
| Net gamma exposure | 4,012,596 |
| Confirmed GEX flip (USD/share) | 11.06 |
| Call wall (USD/share) | 18.00 |
| Put wall (USD/share) | 15.00 |
| Put/call open-interest ratio | 0.35 |
| Options catalyst-intensity score (0–100) | 63.1 |
| Options directional score (-100 to +100) | -0.4 |
| IV rank | 100.0 |
| Front-minus-back IV | 11.5 pp |
| Front 25-delta risk reversal | 5.2 pp |
| Call OI change, 1 session | -10,760 contracts · -11.5% |
| Put OI change, 1 session | -11,386 contracts · -28.4% |
| Call minus put OI growth, 1 session | +16.9 pp |
| Call OI change, 5 sessions | -10,330 contracts · -11.1% |
| Put OI change, 5 sessions | -11,028 contracts · -27.8% |
| Call minus put OI growth, 5 sessions | +16.7 pp |
| Daily call OI change surprise | -1.41σ (252 prior changes) |
| Daily put OI change surprise | -2.47σ (252 prior changes) |
| Daily call-minus-put growth surprise | +3.21σ (252 prior changes) |
| Daily open interest change (contracts) | -22,146 |
| Daily open interest change z-score (prior 252) | -1.92σ (252 prior changes) |
| Gamma max distance from close | +12.5% |
| Delta neutral distance from close | -16.3% |
| Prior-year sessions closer to gamma max | 27.8% 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 | 29 | +1.9% | -1.8% to +5.2% | 66% | -0.9% to +3.6% | 0.0% |
| above | Day +3 | 29 | +3.0% | -5.5% to +5.2% | 55% | -3.7% to +4.4% | 0.0% |
| above | Day +5 | 29 | +0.1% | -1.5% to +3.6% | 52% | -1.0% to +1.4% | 0.0% |
| above | Day +10 | 29 | +5.1% | -11.0% to +14.0% | 62% | -5.8% to +10.8% | 0.0% |
| below | Day +1 | 31 | +0.4% | -4.3% to +2.2% | 52% | -2.0% to +1.1% | 0.0% |
| below | Day +3 | 31 | +0.8% | -4.7% to +5.4% | 52% | -1.3% to +3.4% | 0.0% |
| below | Day +5 | 31 | -0.1% | -7.1% to +5.3% | 48% | -5.7% to +4.0% | 0.0% |
| below | Day +10 | 31 | +6.0% | -4.2% to +16.1% | 61% | -3.0% to +13.7% | 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/PGY.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/PGY.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/PGY.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).
