# SNDK: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 1,299.30 |
| Delta neutral (USD/share) | 1,472.87 |
| Gamma neutral (USD/share) | 1,489.20 |
| Gamma max (USD/share) | 1,948.26 |
| Open interest (contracts) | 885,944 |
| Nearest-expiration max pain (USD/share) | 1,500.00 (2026-10-23) |
| All-expiration max pain (USD/share) | 1,450.00 |
| Net gamma exposure | -8,788,225 |
| Confirmed GEX flip (USD/share) | 1,489.20 |
| Call wall (USD/share) | 1,500.00 |
| Put wall (USD/share) | 1,400.00 |
| Put/call open-interest ratio | 1.21 |
| Options catalyst-intensity score (0–100) | 55.7 |
| Options directional score (-100 to +100) | -22.9 |
| IV rank | 85.5 |
| Front-minus-back IV | 9.6 pp |
| Front 25-delta risk reversal | 4.3 pp |
| Call OI change, 1 session | -66,943 contracts · -14.3% |
| Put OI change, 1 session | -58,791 contracts · -10.8% |
| Call minus put OI growth, 1 session | -3.5 pp |
| Call OI change, 5 sessions | -573 contracts · -0.1% |
| Put OI change, 5 sessions | -15,972 contracts · -3.2% |
| Call minus put OI growth, 5 sessions | +3.0 pp |
| Daily call OI change surprise | -2.71σ (252 prior changes) |
| Daily put OI change surprise | -1.84σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.69σ (252 prior changes) |
| Daily open interest change (contracts) | -125,734 |
| Daily open interest change z-score (prior 252) | -2.25σ (252 prior changes) |
| Gamma max distance from close | +49.9% |
| Delta neutral distance from close | +13.4% |
| Prior-year sessions closer to gamma max | 94.8% of 252 |
| Prior-year sessions closer to delta neutral | 73.0% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 10 | +1.8% | +0.2% to +4.6% | 70% | -0.2% to +5.0% | 0.0% |
| above | Day +3 | 10 | +4.1% | +1.8% to +7.4% | 80% | -0.4% to +8.6% | 0.0% |
| above | Day +5 | 10 | +10.0% | +3.2% to +18.6% | 80% | -1.6% to +19.9% | 0.0% |
| above | Day +10 | 10 | +11.1% | +1.1% to +18.0% | 70% | -2.5% to +43.4% | 0.0% |
| below | Day +1 | 7 | +0.4% | -1.3% to +2.1% | 57% | -5.5% to +13.2% | 0.0% |
| below | Day +3 | 7 | +1.4% | -1.2% to +10.8% | 57% | -4.0% to +16.5% | 0.0% |
| below | Day +5 | 7 | +5.7% | +0.6% to +12.8% | 71% | -2.2% to +24.2% | 0.0% |
| below | Day +10 | 7 | +9.2% | +0.4% to +16.0% | 71% | -2.9% to +42.3% | 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/SNDK.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/SNDK.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/SNDK.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).
