# COST: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 920.65 |
| Delta neutral (USD/share) | 913.31 |
| Gamma neutral (USD/share) | 922.74 |
| Gamma max (USD/share) | 1,005.79 |
| Open interest (contracts) | 269,836 |
| Nearest-expiration max pain (USD/share) | 915.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 920.00 |
| Net gamma exposure | -1,215,651 |
| Confirmed GEX flip (USD/share) | 922.74 |
| Call wall (USD/share) | 1,000.00 |
| Put wall (USD/share) | 900.00 |
| Put/call open-interest ratio | 0.89 |
| Options catalyst-intensity score (0–100) | 49.3 |
| Options directional score (-100 to +100) | -12.0 |
| IV rank | 75.6 |
| Front ATM IV | +20.1% |
| Front-minus-back IV | 0.1 pp |
| Front expected move | +2.8% |
| Front ATM straddle / spot | +2.0% |
| Front 25-delta risk reversal | -0.0 pp |
| Call OI change, 1 session | -13,888 contracts · -8.9% |
| Put OI change, 1 session | -15,614 contracts · -10.9% |
| Call minus put OI growth, 1 session | +2.1 pp |
| Call OI change, 5 sessions | +8,110 contracts · +6.0% |
| Put OI change, 5 sessions | +986 contracts · +0.8% |
| Call minus put OI growth, 5 sessions | +5.2 pp |
| Daily call OI change surprise | -1.23σ (252 prior changes) |
| Daily put OI change surprise | -1.31σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.80σ (252 prior changes) |
| Daily open interest change (contracts) | -29,502 |
| Daily open interest change z-score (prior 252) | -1.30σ (252 prior changes) |
| Gamma max distance from close | +9.2% |
| Delta neutral distance from close | -0.8% |
| Prior-year sessions closer to gamma max | 71.8% of 252 |
| Prior-year sessions closer to delta neutral | 22.6% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 9 | -0.3% | -0.5% to +0.5% | 44% | -0.8% to +0.6% | 0.0% |
| above | Day +3 | 9 | -0.0% | -1.3% to +0.8% | 44% | -2.4% to +1.2% | 0.0% |
| above | Day +5 | 9 | -0.7% | -1.0% to +0.7% | 44% | -2.0% to +1.3% | 0.0% |
| above | Day +10 | 9 | +1.3% | +0.2% to +2.6% | 78% | -5.4% to +2.7% | 0.0% |
| below | Day +1 | 9 | -0.7% | -2.1% to -0.2% | 22% | -2.5% to +0.2% | 0.0% |
| below | Day +3 | 9 | -0.8% | -1.5% to +1.0% | 44% | -1.5% to +1.1% | 0.0% |
| below | Day +5 | 9 | +0.7% | -1.6% to +1.5% | 67% | -1.6% to +1.9% | 0.0% |
| below | Day +10 | 9 | +1.3% | -0.9% to +4.0% | 67% | -4.3% to +4.4% | 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/COST.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/COST.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/COST.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).