# PSEC: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 1.60 |
| Delta neutral (USD/share) | 1.94 |
| Gamma neutral (USD/share) | 0.28 |
| Gamma max (USD/share) | 2.51 |
| Open interest (contracts) | 108,706 |
| Nearest-expiration max pain (USD/share) | 2.00 (2026-11-20) |
| All-expiration max pain (USD/share) | 3.00 |
| Net gamma exposure | 752,505 |
| Confirmed GEX flip (USD/share) | 0.28 |
| Call wall (USD/share) | 2.50 |
| Put wall (USD/share) | 2.50 |
| Put/call open-interest ratio | 0.51 |
| Options catalyst-intensity score (0–100) | 58.5 |
| Options directional score (-100 to +100) | -13.9 |
| IV rank | 100.0 |
| Front-minus-back IV | – pp |
| Front 25-delta risk reversal | 17.9 pp |
| Call OI change, 1 session | -64 contracts · -0.1% |
| Put OI change, 1 session | +42 contracts · +0.1% |
| Call minus put OI growth, 1 session | -0.2 pp |
| Call OI change, 5 sessions | +977 contracts · +1.4% |
| Put OI change, 5 sessions | +45 contracts · +0.1% |
| Call minus put OI growth, 5 sessions | +1.3 pp |
| Daily call OI change surprise | -0.08σ (252 prior changes) |
| Daily put OI change surprise | +0.08σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.10σ (252 prior changes) |
| Daily open interest change (contracts) | -22 |
| Daily open interest change z-score (prior 252) | +0.02σ (252 prior changes) |
| Gamma max distance from close | +56.6% |
| Delta neutral distance from close | +21.4% |
| Prior-year sessions closer to gamma max | 97.2% of 251 |
| Prior-year sessions closer to delta neutral | 87.3% of 251 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 11 | +0.4% | -0.8% to +0.8% | 64% | -0.9% to +0.9% | 0.0% |
| above | Day +3 | 11 | -0.8% | -1.7% to +2.0% | 36% | -2.0% to +2.0% | 0.0% |
| above | Day +5 | 11 | -0.2% | -0.8% to +1.7% | 45% | -1.0% to +2.2% | 0.0% |
| above | Day +10 | 11 | +2.1% | -3.4% to +3.5% | 64% | -4.2% to +3.7% | 0.0% |
| below | Day +1 | 13 | -0.6% | -1.7% to +0.5% | 46% | -1.7% to +0.5% | 0.0% |
| below | Day +3 | 13 | -0.4% | -2.0% to +0.7% | 46% | -2.0% to +0.7% | 0.0% |
| below | Day +5 | 13 | +0.5% | -1.2% to +2.4% | 54% | -1.2% to +2.4% | 0.0% |
| below | Day +10 | 13 | 0.0% | -4.7% to +6.6% | 46% | -4.7% to +6.6% | 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/PSEC.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/PSEC.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/PSEC.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).