# CAG: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 13.36 |
| Delta neutral (USD/share) | 13.91 |
| Gamma neutral (USD/share) | 12.49 |
| Gamma max (USD/share) | 16.16 |
| Open interest (contracts) | 170,914 |
| Nearest-expiration max pain (USD/share) | 13.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 15.00 |
| Net gamma exposure | 3,107,530 |
| Confirmed GEX flip (USD/share) | 12.49 |
| Call wall (USD/share) | 15.00 |
| Put wall (USD/share) | 14.00 |
| Put/call open-interest ratio | 0.50 |
| Options catalyst-intensity score (0–100) | 62.5 |
| Options directional score (-100 to +100) | 18.2 |
| IV rank | 100.0 |
| Front ATM IV | +34.4% |
| Front-minus-back IV | 3.2 pp |
| Front expected move | +4.8% |
| Front ATM straddle / spot | +3.4% |
| Front 25-delta risk reversal | -5.2 pp |
| Call OI change, 1 session | -7,112 contracts · -5.9% |
| Put OI change, 1 session | -2,944 contracts · -4.9% |
| Call minus put OI growth, 1 session | -1.0 pp |
| Call OI change, 5 sessions | +4,652 contracts · +4.3% |
| Put OI change, 5 sessions | +5,417 contracts · +10.4% |
| Call minus put OI growth, 5 sessions | -6.2 pp |
| Daily call OI change surprise | -0.99σ (252 prior changes) |
| Daily put OI change surprise | -0.66σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.29σ (252 prior changes) |
| Daily open interest change (contracts) | -10,056 |
| Daily open interest change z-score (prior 252) | -0.93σ (252 prior changes) |
| Gamma max distance from close | +20.9% |
| Delta neutral distance from close | +4.1% |
| Prior-year sessions closer to gamma max | 92.1% of 252 |
| Prior-year sessions closer to delta neutral | 56.7% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 30 | +0.3% | -0.2% to +0.9% | 60% | -0.2% to +0.8% | 0.0% |
| above | Day +3 | 30 | +0.5% | -1.3% to +1.3% | 57% | -0.7% to +1.3% | 0.0% |
| above | Day +5 | 30 | +0.2% | -2.5% to +1.7% | 53% | -2.1% to +1.0% | 0.0% |
| above | Day +10 | 30 | -0.2% | -3.5% to +2.0% | 50% | -2.1% to +1.0% | 0.0% |
| below | Day +1 | 27 | +0.3% | -0.6% to +0.8% | 56% | -0.4% to +0.7% | 0.0% |
| below | Day +3 | 27 | +0.6% | -0.5% to +1.8% | 67% | -0.2% to +1.3% | 0.0% |
| below | Day +5 | 27 | +0.8% | -1.2% to +1.7% | 56% | -1.0% to +1.3% | 0.0% |
| below | Day +10 | 27 | +0.8% | -1.1% to +2.6% | 63% | -0.4% to +2.4% | 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/CAG.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/CAG.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/CAG.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).