# CGC: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 0.88 |
| Delta neutral (USD/share) | 0.62 |
| Gamma neutral (USD/share) | 0.88 |
| Gamma max (USD/share) | 0.99 |
| Open interest (contracts) | 303,639 |
| Nearest-expiration max pain (USD/share) | 1.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 1.00 |
| Net gamma exposure | 7,509,326 |
| Call wall (USD/share) | 1.00 |
| Put wall (USD/share) | 1.00 |
| Put/call open-interest ratio | 0.14 |
| Options catalyst-intensity score (0–100) | 58.7 |
| Options directional score (-100 to +100) | 41.3 |
| IV rank | 100.0 |
| Front ATM IV | – |
| Front-minus-back IV | – pp |
| Front expected move | – |
| Front ATM straddle / spot | – |
| Front 25-delta risk reversal | -64.4 pp |
| Call OI change, 1 session | -3,473 contracts · -1.3% |
| Put OI change, 1 session | -662 contracts · -1.7% |
| Call minus put OI growth, 1 session | +0.4 pp |
| Call OI change, 5 sessions | +1,581 contracts · +0.6% |
| Put OI change, 5 sessions | -103 contracts · -0.3% |
| Call minus put OI growth, 5 sessions | +0.9 pp |
| Daily call OI change surprise | -0.15σ (252 prior changes) |
| Daily put OI change surprise | -0.19σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.10σ (252 prior changes) |
| Daily open interest change (contracts) | -4,135 |
| Daily open interest change z-score (prior 252) | -0.16σ (252 prior changes) |
| Gamma max distance from close | +12.5% |
| Delta neutral distance from close | -29.3% |
| Prior-year sessions closer to gamma max | 37.7% of 252 |
| Prior-year sessions closer to delta neutral | 14.3% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 24 | +0.2% | -2.3% to +1.7% | 50% | -1.8% to +1.5% | 0.0% |
| above | Day +3 | 24 | -2.5% | -9.5% to +3.6% | 42% | -7.4% to +2.0% | 0.0% |
| above | Day +5 | 24 | -1.9% | -9.4% to +3.1% | 33% | -6.9% to +2.4% | 0.0% |
| above | Day +10 | 24 | -14.0% | -20.9% to +1.6% | 29% | -19.4% to -0.2% | -0.2% |
| below | Day +1 | 30 | -1.1% | -5.2% to +1.1% | 37% | -2.8% to +0.0% | 0.0% |
| below | Day +3 | 30 | -2.0% | -6.2% to +9.3% | 40% | -4.5% to +4.2% | 0.0% |
| below | Day +5 | 30 | -2.3% | -10.1% to +7.9% | 43% | -7.9% to +5.8% | 0.0% |
| below | Day +10 | 30 | -8.3% | -13.0% to +0.4% | 27% | -11.9% to -3.8% | -3.8% |

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