# BBBY: options-positioning snapshot

Canonical: https://halfonadouble.com/stock/BBBY
Data through: 2026-10-23 close
Publisher: Half on a Double

| Published field | Value |
| --- | --- |
| Close (USD/share) | 4.36 |
| Delta neutral (USD/share) | 4.29 |
| Gamma neutral (USD/share) | 1.63 |
| Gamma max (USD/share) | 4.81 |
| Open interest (contracts) | 141,998 |
| Nearest-expiration max pain (USD/share) | 2.50 (2026-12-18) |
| All-expiration max pain (USD/share) | 2.50 |
| Net gamma exposure | 6,497,315 |
| Confirmed GEX flip (USD/share) | 1.63 |
| Call wall (USD/share) | 5.00 |
| Put wall (USD/share) | 5.00 |
| Put/call open-interest ratio | 0.18 |
| Options catalyst-intensity score (0–100) | 59.6 |
| Options directional score (-100 to +100) | -1.9 |
| IV rank | 93.5 |
| Front-minus-back IV | – pp |
| Front 25-delta risk reversal | 199.6 pp |
| Call OI change, 1 session | +79 contracts · +0.1% |
| Put OI change, 1 session | +5 contracts · +0.0% |
| Call minus put OI growth, 1 session | +0.0 pp |
| Call OI change, 5 sessions | +1,560 contracts · +1.3% |
| Put OI change, 5 sessions | -3,432 contracts · -13.5% |
| Call minus put OI growth, 5 sessions | +14.8 pp |
| Daily call OI change surprise | -0.06σ (248 prior changes) |
| Daily put OI change surprise | -0.03σ (248 prior changes) |
| Daily call-minus-put growth surprise | -0.00σ (248 prior changes) |
| Daily open interest change (contracts) | 84 |
| Daily open interest change z-score (prior 252) | -0.06σ (252 prior changes) |
| Gamma max distance from close | +10.3% |
| Delta neutral distance from close | -1.5% |
| Prior-year sessions closer to gamma max | 27.4% of 252 |
| Prior-year sessions closer to delta neutral | 9.9% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 16 | -0.3% | -4.1% to +4.1% | 50% | -4.0% to +2.4% | 0.0% |
| above | Day +3 | 16 | -5.4% | -9.0% to +10.0% | 38% | -9.0% to +8.7% | 0.0% |
| above | Day +5 | 16 | -7.6% | -14.8% to +14.1% | 31% | -14.2% to +13.3% | 0.0% |
| above | Day +10 | 16 | -5.3% | -16.4% to +3.6% | 31% | -15.6% to +2.8% | 0.0% |
| below | Day +1 | 10 | +1.7% | +0.2% to +4.4% | 70% | -4.8% to +13.1% | 0.0% |
| below | Day +3 | 10 | -0.3% | -5.2% to +2.4% | 40% | -8.7% to +3.6% | 0.0% |
| below | Day +5 | 10 | -1.0% | -4.9% to +0.5% | 30% | -18.1% to +3.1% | 0.0% |
| below | Day +10 | 10 | -5.5% | -14.3% to +2.8% | 40% | -21.6% to +3.2% | 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/BBBY.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/BBBY.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/BBBY.json?date=2026-10-23&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).
