# YPF: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 52.10 |
| Delta neutral (USD/share) | 47.10 |
| Gamma neutral (USD/share) | 42.20 |
| Gamma max (USD/share) | 56.97 |
| Open interest (contracts) | 124,907 |
| Nearest-expiration max pain (USD/share) | 50.00 (2026-11-20) |
| All-expiration max pain (USD/share) | 50.00 |
| Net gamma exposure | 7,825,405 |
| Confirmed GEX flip (USD/share) | 42.20 |
| Call wall (USD/share) | 55.00 |
| Put wall (USD/share) | 55.00 |
| Put/call open-interest ratio | 0.50 |
| Options catalyst-intensity score (0–100) | 35.1 |
| Options directional score (-100 to +100) | 25.0 |
| IV rank | 39.0 |
| Front-minus-back IV | 0.0 pp |
| Front 25-delta risk reversal | -60.8 pp |
| Call OI change, 1 session | -26,288 contracts · -24.0% |
| Put OI change, 1 session | -17,632 contracts · -29.8% |
| Call minus put OI growth, 1 session | +5.8 pp |
| Call OI change, 5 sessions | -25,103 contracts · -23.1% |
| Put OI change, 5 sessions | -17,014 contracts · -29.1% |
| Call minus put OI growth, 5 sessions | +5.9 pp |
| Daily call OI change surprise | -2.94σ (252 prior changes) |
| Daily put OI change surprise | -4.94σ (252 prior changes) |
| Daily call-minus-put growth surprise | +1.19σ (252 prior changes) |
| Daily open interest change (contracts) | -43,920 |
| Daily open interest change z-score (prior 252) | -3.61σ (252 prior changes) |
| Gamma max distance from close | +9.3% |
| Delta neutral distance from close | -9.6% |
| Prior-year sessions closer to gamma max | 71.8% of 252 |
| Prior-year sessions closer to delta neutral | 40.5% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 63 | +0.3% | -1.8% to +2.1% | 54% | -0.9% to +0.9% | 0.0% |
| above | Day +3 | 63 | +0.5% | -2.1% to +4.2% | 59% | -0.2% to +2.0% | 0.0% |
| above | Day +5 | 63 | +1.8% | -2.6% to +4.8% | 65% | +0.6% to +2.7% | +0.6% |
| above | Day +10 | 63 | +3.1% | -4.6% to +10.1% | 63% | +1.5% to +6.4% | +1.5% |
| below | Day +1 | 60 | +0.2% | -1.4% to +2.6% | 53% | -0.4% to +0.7% | 0.0% |
| below | Day +3 | 60 | +0.1% | -3.3% to +5.2% | 52% | -1.6% to +1.8% | 0.0% |
| below | Day +5 | 60 | +1.1% | -5.7% to +6.7% | 50% | -2.5% to +3.7% | 0.0% |
| below | Day +10 | 60 | +1.8% | -5.4% to +7.4% | 57% | -1.8% to +4.2% | 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/YPF.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/YPF.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/YPF.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).