# SE: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 93.77 |
| Delta neutral (USD/share) | 98.75 |
| Gamma neutral (USD/share) | 96.80 |
| Gamma max (USD/share) | 133.07 |
| Open interest (contracts) | 202,174 |
| Nearest-expiration max pain (USD/share) | 97.00 (2026-10-23) |
| All-expiration max pain (USD/share) | 105.00 |
| Net gamma exposure | -1,076,865 |
| Confirmed GEX flip (USD/share) | 96.80 |
| Call wall (USD/share) | 120.00 |
| Put wall (USD/share) | 95.00 |
| Put/call open-interest ratio | 0.69 |
| Options catalyst-intensity score (0–100) | 43.5 |
| Options directional score (-100 to +100) | 12.5 |
| IV rank | 100.0 |
| Front-minus-back IV | -3.4 pp |
| Front 25-delta risk reversal | -5.1 pp |
| Call OI change, 1 session | -19,260 contracts · -13.9% |
| Put OI change, 1 session | -8,992 contracts · -9.8% |
| Call minus put OI growth, 1 session | -4.0 pp |
| Call OI change, 5 sessions | -16,086 contracts · -11.9% |
| Put OI change, 5 sessions | -5,307 contracts · -6.0% |
| Call minus put OI growth, 5 sessions | -5.8 pp |
| Daily call OI change surprise | -2.34σ (252 prior changes) |
| Daily put OI change surprise | -1.37σ (252 prior changes) |
| Daily call-minus-put growth surprise | -1.18σ (252 prior changes) |
| Daily open interest change (contracts) | -28,252 |
| Daily open interest change z-score (prior 252) | -2.02σ (252 prior changes) |
| Gamma max distance from close | +41.9% |
| Delta neutral distance from close | +5.3% |
| Prior-year sessions closer to gamma max | 91.7% of 252 |
| Prior-year sessions closer to delta neutral | 47.6% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 26 | +0.0% | -1.5% to +1.0% | 50% | -0.6% to +0.9% | 0.0% |
| above | Day +3 | 26 | -0.2% | -3.5% to +3.1% | 46% | -2.3% to +2.0% | 0.0% |
| above | Day +5 | 26 | +0.2% | -2.9% to +5.3% | 58% | -2.6% to +5.0% | 0.0% |
| above | Day +10 | 26 | -1.3% | -5.7% to +3.1% | 42% | -5.5% to +2.7% | 0.0% |
| below | Day +1 | 26 | -0.3% | -1.8% to +1.6% | 42% | -1.2% to +1.4% | 0.0% |
| below | Day +3 | 26 | -0.1% | -4.4% to +1.9% | 50% | -4.0% to +1.1% | 0.0% |
| below | Day +5 | 26 | -0.1% | -4.4% to +1.5% | 50% | -3.9% to +1.2% | 0.0% |
| below | Day +10 | 26 | +0.2% | -4.6% to +3.1% | 50% | -4.1% to +2.3% | 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/SE.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/SE.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/SE.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).