# VRT: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 206.42 |
| Delta neutral (USD/share) | 228.37 |
| Gamma neutral (USD/share) | 243.45 |
| Gamma max (USD/share) | 293.46 |
| Open interest (contracts) | 469,201 |
| Nearest-expiration max pain (USD/share) | 240.00 (2026-10-23) |
| All-expiration max pain (USD/share) | 230.00 |
| Net gamma exposure | -15,015,525 |
| Confirmed GEX flip (USD/share) | 243.45 |
| Call wall (USD/share) | 230.00 |
| Put wall (USD/share) | 185.00 |
| Put/call open-interest ratio | 1.18 |
| Options catalyst-intensity score (0–100) | 53.0 |
| Options directional score (-100 to +100) | -25.7 |
| IV rank | 99.4 |
| Front-minus-back IV | 6.3 pp |
| Front 25-delta risk reversal | 4.7 pp |
| Call OI change, 1 session | -28,156 contracts · -11.6% |
| Put OI change, 1 session | -36,141 contracts · -12.4% |
| Call minus put OI growth, 1 session | +0.9 pp |
| Call OI change, 5 sessions | -15,434 contracts · -6.7% |
| Put OI change, 5 sessions | +4,695 contracts · +1.9% |
| Call minus put OI growth, 5 sessions | -8.6 pp |
| Daily call OI change surprise | -1.73σ (252 prior changes) |
| Daily put OI change surprise | -2.19σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.31σ (252 prior changes) |
| Daily open interest change (contracts) | -64,297 |
| Daily open interest change z-score (prior 252) | -2.06σ (252 prior changes) |
| Gamma max distance from close | +42.2% |
| Delta neutral distance from close | +10.6% |
| Prior-year sessions closer to gamma max | 98.8% of 252 |
| Prior-year sessions closer to delta neutral | 50.0% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 59 | +0.2% | -1.9% to +1.6% | 53% | -0.5% to +0.5% | 0.0% |
| above | Day +3 | 59 | -0.7% | -3.0% to +2.6% | 42% | -1.2% to +0.7% | 0.0% |
| above | Day +5 | 59 | +0.4% | -5.2% to +4.0% | 53% | -1.8% to +1.9% | 0.0% |
| above | Day +10 | 59 | +3.4% | -8.0% to +7.1% | 63% | +0.3% to +5.6% | +0.3% |
| below | Day +1 | 57 | 0.0% | -2.1% to +2.0% | 49% | -1.1% to +0.6% | 0.0% |
| below | Day +3 | 57 | -0.7% | -3.0% to +2.6% | 40% | -1.8% to +0.5% | 0.0% |
| below | Day +5 | 57 | -0.2% | -4.2% to +4.3% | 47% | -1.1% to +2.0% | 0.0% |
| below | Day +10 | 57 | +2.6% | -5.4% to +9.0% | 58% | -1.4% to +6.4% | 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/VRT.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/VRT.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/VRT.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).