# BILI: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 14.44 |
| Delta neutral (USD/share) | 15.17 |
| Gamma neutral (USD/share) | 9.84 |
| Gamma max (USD/share) | 19.88 |
| Open interest (contracts) | 283,321 |
| Nearest-expiration max pain (USD/share) | 18.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 18.00 |
| Net gamma exposure | 1,636,570 |
| Confirmed GEX flip (USD/share) | 9.84 |
| Call wall (USD/share) | 18.00 |
| Put wall (USD/share) | 18.00 |
| Put/call open-interest ratio | 0.64 |
| Options catalyst-intensity score (0–100) | 48.7 |
| Options directional score (-100 to +100) | 1.7 |
| IV rank | 71.0 |
| Front ATM IV | +45.1% |
| Front-minus-back IV | -5.5 pp |
| Front expected move | +8.8% |
| Front ATM straddle / spot | +6.9% |
| Front 25-delta risk reversal | -0.8 pp |
| Call OI change, 1 session | +7,345 contracts · +4.4% |
| Put OI change, 1 session | +6,628 contracts · +6.4% |
| Call minus put OI growth, 1 session | -2.0 pp |
| Call OI change, 5 sessions | +21,732 contracts · +14.4% |
| Put OI change, 5 sessions | +9,663 contracts · +9.6% |
| Call minus put OI growth, 5 sessions | +4.8 pp |
| Daily call OI change surprise | +0.84σ (252 prior changes) |
| Daily put OI change surprise | +1.37σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.52σ (252 prior changes) |
| Daily open interest change (contracts) | 13,973 |
| Daily open interest change z-score (prior 252) | +1.08σ (252 prior changes) |
| Gamma max distance from close | +37.7% |
| Delta neutral distance from close | +5.1% |
| Prior-year sessions closer to gamma max | 90.5% of 252 |
| Prior-year sessions closer to delta neutral | 32.1% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 11 | +3.2% | -0.1% to +5.3% | 73% | -1.0% to +6.3% | 0.0% |
| above | Day +3 | 11 | +2.9% | -1.3% to +3.9% | 73% | -3.7% to +4.2% | 0.0% |
| above | Day +5 | 11 | -4.8% | -7.0% to +8.1% | 45% | -7.6% to +8.3% | 0.0% |
| above | Day +10 | 11 | +0.8% | -9.4% to +8.9% | 55% | -14.1% to +9.1% | 0.0% |
| below | Day +1 | 10 | -1.7% | -5.1% to +0.5% | 30% | -10.0% to +2.1% | 0.0% |
| below | Day +3 | 10 | -6.4% | -7.9% to +0.7% | 40% | -9.1% to +4.4% | 0.0% |
| below | Day +5 | 10 | -6.6% | -9.0% to -1.4% | 20% | -10.9% to +1.8% | 0.0% |
| below | Day +10 | 10 | +2.7% | -9.2% to +11.9% | 50% | -12.1% to +14.1% | 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/BILI.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/BILI.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/BILI.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).