# XPEV: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 9.23 |
| Delta neutral (USD/share) | 9.02 |
| Gamma neutral (USD/share) | 1.32 |
| Gamma max (USD/share) | 10.77 |
| Open interest (contracts) | 364,248 |
| Nearest-expiration max pain (USD/share) | 10.00 (2026-10-23) |
| All-expiration max pain (USD/share) | 11.00 |
| Net gamma exposure | 8,311,525 |
| Confirmed GEX flip (USD/share) | 1.32 |
| Call wall (USD/share) | 10.00 |
| Put wall (USD/share) | 10.00 |
| Put/call open-interest ratio | 0.26 |
| Options catalyst-intensity score (0–100) | 53.6 |
| Options directional score (-100 to +100) | 42.1 |
| IV rank | 100.0 |
| Front-minus-back IV | -5.4 pp |
| Front 25-delta risk reversal | -203.1 pp |
| Call OI change, 1 session | -83,456 contracts · -22.4% |
| Put OI change, 1 session | -30,950 contracts · -29.2% |
| Call minus put OI growth, 1 session | +6.8 pp |
| Call OI change, 5 sessions | -66,681 contracts · -18.7% |
| Put OI change, 5 sessions | -33,901 contracts · -31.1% |
| Call minus put OI growth, 5 sessions | +12.4 pp |
| Daily call OI change surprise | -3.11σ (252 prior changes) |
| Daily put OI change surprise | -2.67σ (252 prior changes) |
| Daily call-minus-put growth surprise | +1.98σ (252 prior changes) |
| Daily open interest change (contracts) | -114,406 |
| Daily open interest change z-score (prior 252) | -3.06σ (252 prior changes) |
| Gamma max distance from close | +16.7% |
| Delta neutral distance from close | -2.3% |
| Prior-year sessions closer to gamma max | 60.3% of 252 |
| Prior-year sessions closer to delta neutral | 21.8% 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 | +0.4% | -3.3% to +2.6% | 52% | -2.9% to +1.9% | 0.0% |
| above | Day +3 | 29 | +0.4% | -3.9% to +5.9% | 52% | -2.1% to +2.4% | 0.0% |
| above | Day +5 | 29 | -0.9% | -11.2% to +3.9% | 41% | -8.9% to +0.7% | 0.0% |
| above | Day +10 | 29 | -4.9% | -12.9% to +9.0% | 41% | -11.9% to +6.3% | 0.0% |
| below | Day +1 | 27 | +0.5% | -2.5% to +3.4% | 56% | -2.3% to +2.7% | 0.0% |
| below | Day +3 | 27 | -0.8% | -6.0% to +4.2% | 44% | -5.0% to +3.9% | 0.0% |
| below | Day +5 | 27 | -3.8% | -9.6% to +2.7% | 33% | -8.4% to +1.7% | 0.0% |
| below | Day +10 | 27 | -6.1% | -9.9% to +12.3% | 33% | -9.4% 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/XPEV.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/XPEV.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/XPEV.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).