# BB: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 9.30 |
| Delta neutral (USD/share) | 6.85 |
| Gamma neutral (USD/share) | 9.30 |
| Gamma max (USD/share) | 9.62 |
| Open interest (contracts) | 566,625 |
| Nearest-expiration max pain (USD/share) | 8.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 6.00 |
| Net gamma exposure | 28,838,695 |
| Call wall (USD/share) | 10.00 |
| Put wall (USD/share) | 8.00 |
| Put/call open-interest ratio | 0.21 |
| Options catalyst-intensity score (0–100) | 62.0 |
| Options directional score (-100 to +100) | 28.1 |
| IV rank | 13.2 |
| Front ATM IV | +60.8% |
| Front-minus-back IV | 4.1 pp |
| Front expected move | +8.4% |
| Front ATM straddle / spot | +6.6% |
| Front 25-delta risk reversal | -3.1 pp |
| Call OI change, 1 session | -40,895 contracts · -8.0% |
| Put OI change, 1 session | -15,543 contracts · -13.7% |
| Call minus put OI growth, 1 session | +5.7 pp |
| Call OI change, 5 sessions | +17,133 contracts · +3.8% |
| Put OI change, 5 sessions | -3,121 contracts · -3.1% |
| Call minus put OI growth, 5 sessions | +6.9 pp |
| Daily call OI change surprise | -1.59σ (252 prior changes) |
| Daily put OI change surprise | -1.87σ (252 prior changes) |
| Daily call-minus-put growth surprise | +1.17σ (252 prior changes) |
| Daily open interest change (contracts) | -56,438 |
| Daily open interest change z-score (prior 252) | -1.70σ (252 prior changes) |
| Gamma max distance from close | +3.5% |
| Delta neutral distance from close | -26.4% |
| Prior-year sessions closer to gamma max | 16.3% of 252 |
| Prior-year sessions closer to delta neutral | 58.3% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 53 | 0.0% | -2.7% to +1.9% | 47% | -0.8% to +0.7% | 0.0% |
| above | Day +3 | 52 | -0.7% | -4.7% to +4.9% | 46% | -2.3% to +1.0% | 0.0% |
| above | Day +5 | 52 | -0.9% | -7.5% to +5.1% | 42% | -4.8% to +2.2% | 0.0% |
| above | Day +10 | 52 | -2.6% | -9.7% to +8.7% | 40% | -5.8% to +3.0% | 0.0% |
| below | Day +1 | 52 | -0.6% | -2.9% to +2.4% | 38% | -1.0% to +0.2% | 0.0% |
| below | Day +3 | 52 | -2.7% | -5.1% to +3.3% | 44% | -4.0% to +0.6% | 0.0% |
| below | Day +5 | 52 | -1.0% | -6.3% to +5.6% | 38% | -4.5% to +0.4% | 0.0% |
| below | Day +10 | 52 | -3.5% | -8.3% to +2.6% | 37% | -6.9% to 0.0% | 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/BB.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/BB.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/BB.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).
