# RUT: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 2,721.37 |
| Delta neutral (USD/share) | 2,860.81 |
| Gamma neutral (USD/share) | 2,871.13 |
| Gamma max (USD/share) | 3,036.41 |
| Open interest (contracts) | 707,213 |
| Nearest-expiration max pain (USD/share) | 2,805.00 (2026-10-19) |
| All-expiration max pain (USD/share) | 2,850.00 |
| Net gamma exposure | -108,224,170 |
| Confirmed GEX flip (USD/share) | 2,871.13 |
| Call wall (USD/share) | 2,900.00 |
| Put wall (USD/share) | 2,700.00 |
| Put/call open-interest ratio | 1.73 |
| Options catalyst-intensity score (0–100) | 62.0 |
| Options directional score (-100 to +100) | -25.2 |
| IV rank | 100.0 |
| Front-minus-back IV | 4.0 pp |
| Front 25-delta risk reversal | 3.7 pp |
| Call OI change, 1 session | -75,231 contracts · -22.5% |
| Put OI change, 1 session | -77,857 contracts · -14.8% |
| Call minus put OI growth, 1 session | -7.7 pp |
| Call OI change, 5 sessions | -32,279 contracts · -11.1% |
| Put OI change, 5 sessions | -30,994 contracts · -6.5% |
| Call minus put OI growth, 5 sessions | -4.6 pp |
| Daily call OI change surprise | -4.60σ (252 prior changes) |
| Daily put OI change surprise | -2.70σ (252 prior changes) |
| Daily call-minus-put growth surprise | -3.45σ (252 prior changes) |
| Daily open interest change (contracts) | -153,088 |
| Daily open interest change z-score (prior 252) | -3.44σ (252 prior changes) |
| Gamma max distance from close | +11.6% |
| Delta neutral distance from close | +5.1% |
| Prior-year sessions closer to gamma max | 98.8% of 252 |
| Prior-year sessions closer to delta neutral | 98.0% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 3 | -0.6% | -1.1% to +1.0% | 33% | — | – |
| above | Day +3 | 3 | +0.3% | -0.5% to +1.1% | 67% | — | – |
| above | Day +5 | 3 | +0.6% | -1.8% to +1.2% | 67% | — | – |
| above | Day +10 | 3 | -2.8% | -3.1% to +1.5% | 33% | — | – |
| below | Day +1 | 3 | -0.1% | -0.8% to +0.6% | 33% | — | – |
| below | Day +3 | 3 | -0.1% | -1.2% to +0.5% | 33% | — | – |
| below | Day +5 | 3 | +1.9% | -0.7% to +2.2% | 67% | — | – |
| below | Day +10 | 3 | +0.3% | -0.9% to +0.9% | 67% | — | – |

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