# PURR: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 9.07 |
| Delta neutral (USD/share) | 7.61 |
| Gamma neutral (USD/share) | 9.07 |
| Gamma max (USD/share) | 10.90 |
| Open interest (contracts) | 423,026 |
| Nearest-expiration max pain (USD/share) | 11.50 (2026-10-23) |
| All-expiration max pain (USD/share) | 10.00 |
| Net gamma exposure | 14,349,483 |
| Call wall (USD/share) | 11.00 |
| Put wall (USD/share) | 10.00 |
| Put/call open-interest ratio | 0.25 |
| Options catalyst-intensity score (0–100) | 47.2 |
| Options directional score (-100 to +100) | 11.1 |
| IV rank | 100.0 |
| Front-minus-back IV | 1.3 pp |
| Front 25-delta risk reversal | 4.0 pp |
| Call OI change, 1 session | -77,337 contracts · -18.6% |
| Put OI change, 1 session | -45,207 contracts · -34.8% |
| Call minus put OI growth, 1 session | +16.2 pp |
| Call OI change, 5 sessions | -37,148 contracts · -9.9% |
| Put OI change, 5 sessions | -55,252 contracts · -39.5% |
| Call minus put OI growth, 5 sessions | +29.6 pp |
| Daily call OI change surprise | — (141 prior changes) |
| Daily put OI change surprise | — (141 prior changes) |
| Daily call-minus-put growth surprise | — (134 prior changes) |
| Daily open interest change (contracts) | -122,544 |
| Daily open interest change z-score (prior 252) | — |
| Gamma max distance from close | +20.2% |
| Delta neutral distance from close | -16.1% |
| Prior-year sessions closer to gamma max | 68.3% of 139 |
| Prior-year sessions closer to delta neutral | 31.7% of 139 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 8 | +2.2% | -2.9% to +5.1% | 63% | -3.8% to +5.5% | 0.0% |
| above | Day +3 | 8 | -1.6% | -3.3% to +2.2% | 38% | -5.8% to +8.3% | 0.0% |
| above | Day +5 | 8 | -5.5% | -8.9% to +5.3% | 38% | -9.1% to +6.7% | 0.0% |
| above | Day +10 | 8 | +1.7% | -4.0% to +11.6% | 63% | -15.6% to +15.4% | 0.0% |
| below | Day +1 | 8 | +1.6% | -0.1% to +6.2% | 63% | -0.3% to +11.0% | 0.0% |
| below | Day +3 | 8 | +1.6% | -5.4% to +6.4% | 50% | -7.9% to +7.3% | 0.0% |
| below | Day +5 | 8 | +4.0% | -3.1% to +9.9% | 63% | -6.1% to +13.3% | 0.0% |
| below | Day +10 | 8 | +6.8% | -0.6% to +13.3% | 75% | -4.8% to +16.9% | 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/PURR.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/PURR.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/PURR.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).