# ABUS: options-positioning snapshot

Canonical: https://halfonadouble.com/stock/ABUS
Data through: 2026-10-02 close
Publisher: Half on a Double

| Published field | Value |
| --- | --- |
| Close (USD/share) | 4.47 |
| Delta neutral (USD/share) | 4.46 |
| Gamma neutral (USD/share) | 5.59 |
| Gamma max (USD/share) | 6.16 |
| Open interest (contracts) | 117,662 |
| Nearest-expiration max pain (USD/share) | 7.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 7.00 |
| Net gamma exposure | -169,186 |
| Confirmed GEX flip (USD/share) | 5.59 |
| Call wall (USD/share) | 5.00 |
| Put wall (USD/share) | 5.00 |
| Put/call open-interest ratio | 0.79 |
| Options catalyst-intensity score (0–100) | 59.3 |
| Options directional score (-100 to +100) | -17.0 |
| IV rank | 55.3 |
| Front ATM IV | +58.2% |
| Front-minus-back IV | 0.0 pp |
| Front expected move | +31.2% |
| Front ATM straddle / spot | +24.6% |
| Front 25-delta risk reversal | 2.3 pp |
| Call OI change, 1 session | -1,757 contracts · -2.6% |
| Put OI change, 1 session | -1,999 contracts · -3.7% |
| Call minus put OI growth, 1 session | +1.1 pp |
| Call OI change, 5 sessions | +1,803 contracts · +2.8% |
| Put OI change, 5 sessions | -9,509 contracts · -15.5% |
| Call minus put OI growth, 5 sessions | +18.3 pp |
| Daily call OI change surprise | -0.48σ (252 prior changes) |
| Daily put OI change surprise | -0.52σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.20σ (252 prior changes) |
| Daily open interest change (contracts) | -3,756 |
| Daily open interest change z-score (prior 252) | -0.51σ (252 prior changes) |
| Gamma max distance from close | +37.7% |
| Delta neutral distance from close | -0.3% |
| Prior-year sessions closer to gamma max | 92.4% of 249 |
| Prior-year sessions closer to delta neutral | 0.8% of 249 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 31 | -0.6% | -2.3% to +1.6% | 35% | -2.0% to +0.6% | 0.0% |
| above | Day +3 | 31 | -0.6% | -3.6% to +1.8% | 35% | -2.8% to +1.0% | 0.0% |
| above | Day +5 | 31 | -1.4% | -6.2% to +1.4% | 39% | -4.9% to +0.4% | 0.0% |
| above | Day +10 | 31 | -1.7% | -6.9% to +4.8% | 39% | -6.3% to +1.0% | 0.0% |
| below | Day +1 | 36 | 0.0% | -1.9% to +1.8% | 44% | -1.5% to +1.6% | 0.0% |
| below | Day +3 | 36 | -1.0% | -4.1% to +1.2% | 36% | -3.1% to +0.3% | 0.0% |
| below | Day +5 | 36 | -0.7% | -4.6% to +1.9% | 39% | -2.4% to +0.7% | 0.0% |
| below | Day +10 | 36 | -3.9% | -7.3% to +2.5% | 39% | -6.2% to +1.8% | 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/ABUS.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/ABUS.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/ABUS.json?date=2026-10-02)

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).