# BSX: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 42.60 |
| Delta neutral (USD/share) | 43.72 |
| Gamma neutral (USD/share) | 42.77 |
| Gamma max (USD/share) | 59.11 |
| Open interest (contracts) | 852,234 |
| Nearest-expiration max pain (USD/share) | 44.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 45.00 |
| Net gamma exposure | -1,253,387 |
| Confirmed GEX flip (USD/share) | 42.77 |
| Call wall (USD/share) | 50.00 |
| Put wall (USD/share) | 40.00 |
| Put/call open-interest ratio | 0.39 |
| Options catalyst-intensity score (0–100) | 48.4 |
| Options directional score (-100 to +100) | 34.6 |
| IV rank | 78.6 |
| Front ATM IV | +38.9% |
| Front-minus-back IV | -3.7 pp |
| Front expected move | +5.4% |
| Front ATM straddle / spot | +3.9% |
| Front 25-delta risk reversal | -151.3 pp |
| Call OI change, 1 session | -9,783 contracts · -1.6% |
| Put OI change, 1 session | -6,831 contracts · -2.8% |
| Call minus put OI growth, 1 session | +1.2 pp |
| Call OI change, 5 sessions | +5,983 contracts · +1.0% |
| Put OI change, 5 sessions | +3,646 contracts · +1.5% |
| Call minus put OI growth, 5 sessions | -0.6 pp |
| Daily call OI change surprise | -0.40σ (252 prior changes) |
| Daily put OI change surprise | -0.79σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.07σ (252 prior changes) |
| Daily open interest change (contracts) | -16,614 |
| Daily open interest change z-score (prior 252) | -0.52σ (252 prior changes) |
| Gamma max distance from close | +38.8% |
| Delta neutral distance from close | +2.6% |
| Prior-year sessions closer to gamma max | 97.2% of 252 |
| Prior-year sessions closer to delta neutral | 46.0% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 39 | -0.1% | -0.5% to +0.6% | 44% | -0.4% to +0.3% | 0.0% |
| above | Day +3 | 39 | -0.1% | -1.2% to +0.7% | 46% | -0.7% to +0.4% | 0.0% |
| above | Day +5 | 39 | +0.2% | -1.3% to +1.2% | 54% | -0.9% to +1.1% | 0.0% |
| above | Day +10 | 39 | +0.4% | -1.1% to +1.9% | 54% | -0.8% to +1.5% | 0.0% |
| below | Day +1 | 38 | +0.1% | -0.5% to +0.5% | 53% | -0.3% to +0.3% | 0.0% |
| below | Day +3 | 38 | -0.0% | -1.0% to +1.5% | 47% | -0.5% to +1.4% | 0.0% |
| below | Day +5 | 38 | +0.6% | -1.0% to +1.9% | 55% | -0.7% to +1.4% | 0.0% |
| below | Day +10 | 38 | +1.2% | -1.4% to +2.7% | 58% | -0.6% to +2.3% | 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/BSX.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/BSX.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/BSX.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).