# BRUN: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 16.51 |
| Delta neutral (USD/share) | 14.63 |
| Gamma neutral (USD/share) | 16.51 |
| Gamma max (USD/share) | 18.58 |
| Open interest (contracts) | 107,064 |
| Nearest-expiration max pain (USD/share) | 16.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 17.50 |
| Net gamma exposure | 4,550,279 |
| Call wall (USD/share) | 20.00 |
| Put wall (USD/share) | 17.50 |
| Put/call open-interest ratio | 0.26 |
| Options catalyst-intensity score (0–100) | 59.5 |
| Options directional score (-100 to +100) | 27.8 |
| IV rank | 70.9 |
| Front ATM IV | +121.1% |
| Front-minus-back IV | -0.8 pp |
| Front expected move | +16.8% |
| Front ATM straddle / spot | +13.3% |
| Front 25-delta risk reversal | -3.3 pp |
| Call OI change, 1 session | -21,280 contracts · -20.0% |
| Put OI change, 1 session | -1,242 contracts · -5.4% |
| Call minus put OI growth, 1 session | -14.6 pp |
| Call OI change, 5 sessions | -11,216 contracts · -11.6% |
| Put OI change, 5 sessions | +986 contracts · +4.7% |
| Call minus put OI growth, 5 sessions | -16.4 pp |
| Daily call OI change surprise | — (73 prior changes) |
| Daily put OI change surprise | — (73 prior changes) |
| Daily call-minus-put growth surprise | — (73 prior changes) |
| Daily open interest change (contracts) | -22,522 |
| Daily open interest change z-score (prior 252) | — |
| Gamma max distance from close | +12.5% |
| Delta neutral distance from close | -11.4% |
| Prior-year sessions closer to gamma max | 27.0% of 74 |
| Prior-year sessions closer to delta neutral | 62.2% of 74 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 2 | -1.8% | -3.6% to -0.0% | 50% | — | – |
| above | Day +3 | 2 | -2.1% | -4.2% to -0.0% | 50% | — | – |
| above | Day +5 | 2 | -10.5% | -12.4% to -8.6% | 0% | — | – |
| above | Day +10 | 2 | -14.9% | -16.4% to -13.4% | 0% | — | – |
| below | Day +1 | 2 | +4.0% | +3.0% to +4.9% | 100% | — | – |
| below | Day +3 | 2 | +1.5% | -1.9% to +4.9% | 50% | — | – |
| below | Day +5 | 2 | +13.4% | +4.6% to +22.3% | 50% | — | – |
| below | Day +10 | 2 | -0.1% | -6.5% to +6.4% | 50% | — | – |

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/BRUN.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/BRUN.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/BRUN.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).