# SIRI: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 26.97 |
| Delta neutral (USD/share) | 24.11 |
| Gamma neutral (USD/share) | 21.55 |
| Gamma max (USD/share) | 29.87 |
| Open interest (contracts) | 192,608 |
| Nearest-expiration max pain (USD/share) | 27.00 (2026-10-23) |
| All-expiration max pain (USD/share) | 25.00 |
| Net gamma exposure | 10,810,138 |
| Confirmed GEX flip (USD/share) | 21.55 |
| Call wall (USD/share) | 30.00 |
| Put wall (USD/share) | 26.00 |
| Put/call open-interest ratio | 0.60 |
| Options catalyst-intensity score (0–100) | 54.2 |
| Options directional score (-100 to +100) | 29.7 |
| IV rank | 94.7 |
| Front-minus-back IV | -4.4 pp |
| Front 25-delta risk reversal | -44.3 pp |
| Call OI change, 1 session | -66,069 contracts · -35.4% |
| Put OI change, 1 session | -8,183 contracts · -10.2% |
| Call minus put OI growth, 1 session | -25.2 pp |
| Call OI change, 5 sessions | -29,442 contracts · -19.6% |
| Put OI change, 5 sessions | -6,360 contracts · -8.1% |
| Call minus put OI growth, 5 sessions | -11.5 pp |
| Daily call OI change surprise | -2.39σ (252 prior changes) |
| Daily put OI change surprise | -1.78σ (252 prior changes) |
| Daily call-minus-put growth surprise | -2.30σ (252 prior changes) |
| Daily open interest change (contracts) | -74,252 |
| Daily open interest change z-score (prior 252) | -2.42σ (252 prior changes) |
| Gamma max distance from close | +10.7% |
| Delta neutral distance from close | -10.6% |
| Prior-year sessions closer to gamma max | 90.5% of 252 |
| Prior-year sessions closer to delta neutral | 56.7% 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 | -0.2% | -1.6% to +0.7% | 38% | -0.7% to +0.3% | 0.0% |
| above | Day +3 | 29 | -0.8% | -3.0% to +1.1% | 41% | -2.6% to +0.7% | 0.0% |
| above | Day +5 | 29 | -1.2% | -3.9% to +1.0% | 34% | -2.8% to +0.8% | 0.0% |
| above | Day +10 | 28 | -2.8% | -6.7% to -0.0% | 25% | -5.2% to -1.2% | -1.2% |
| below | Day +1 | 24 | -0.5% | -1.8% to +0.1% | 29% | -1.6% to 0.0% | 0.0% |
| below | Day +3 | 24 | -0.2% | -2.2% to +1.5% | 46% | -1.8% to +1.2% | 0.0% |
| below | Day +5 | 24 | -0.7% | -4.8% to +0.3% | 33% | -3.5% to +0.2% | 0.0% |
| below | Day +10 | 23 | -1.7% | -4.9% to +0.4% | 39% | -3.3% to +0.2% | 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/SIRI.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/SIRI.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/SIRI.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).