# UPST: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 23.56 |
| Delta neutral (USD/share) | 24.68 |
| Gamma neutral (USD/share) | 22.97 |
| Gamma max (USD/share) | 29.82 |
| Open interest (contracts) | 242,910 |
| Nearest-expiration max pain (USD/share) | 24.50 (2026-10-23) |
| All-expiration max pain (USD/share) | 27.50 |
| Net gamma exposure | 611,315 |
| Confirmed GEX flip (USD/share) | 22.97 |
| Call wall (USD/share) | 25.00 |
| Put wall (USD/share) | 25.00 |
| Put/call open-interest ratio | 0.59 |
| Options catalyst-intensity score (0–100) | 56.3 |
| Options directional score (-100 to +100) | -3.5 |
| IV rank | 100.0 |
| Front-minus-back IV | -3.6 pp |
| Front 25-delta risk reversal | 4.4 pp |
| Call OI change, 1 session | -30,022 contracts · -16.4% |
| Put OI change, 1 session | -18,220 contracts · -16.8% |
| Call minus put OI growth, 1 session | +0.4 pp |
| Call OI change, 5 sessions | -16,150 contracts · -9.6% |
| Put OI change, 5 sessions | -14,280 contracts · -13.7% |
| Call minus put OI growth, 5 sessions | +4.1 pp |
| Daily call OI change surprise | -1.72σ (252 prior changes) |
| Daily put OI change surprise | -1.44σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.08σ (252 prior changes) |
| Daily open interest change (contracts) | -48,242 |
| Daily open interest change z-score (prior 252) | -1.67σ (252 prior changes) |
| Gamma max distance from close | +26.6% |
| Delta neutral distance from close | +4.8% |
| Prior-year sessions closer to gamma max | 73.0% of 252 |
| Prior-year sessions closer to delta neutral | 43.3% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 18 | -0.5% | -1.8% to +3.9% | 44% | -1.8% to +3.1% | 0.0% |
| above | Day +3 | 18 | +4.9% | -2.2% to +13.4% | 61% | -2.2% to +12.0% | 0.0% |
| above | Day +5 | 18 | +4.6% | -3.1% to +11.8% | 61% | -1.8% to +8.7% | 0.0% |
| above | Day +10 | 18 | +10.3% | -8.3% to +20.8% | 67% | -7.2% to +20.3% | 0.0% |
| below | Day +1 | 16 | +0.7% | -1.1% to +2.2% | 63% | -0.8% to +1.8% | 0.0% |
| below | Day +3 | 16 | -0.5% | -4.8% to +6.6% | 50% | -3.5% to +6.2% | 0.0% |
| below | Day +5 | 16 | +1.6% | -7.1% to +10.1% | 56% | -7.0% to +9.3% | 0.0% |
| below | Day +10 | 16 | +6.7% | -10.5% to +20.1% | 63% | -8.7% to +18.7% | 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/UPST.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/UPST.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/UPST.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).