# CSCO: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 112.20 |
| Delta neutral (USD/share) | 106.57 |
| Gamma neutral (USD/share) | 105.86 |
| Gamma max (USD/share) | 118.21 |
| Open interest (contracts) | 845,143 |
| Nearest-expiration max pain (USD/share) | 106.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 105.00 |
| Net gamma exposure | 27,294,972 |
| Confirmed GEX flip (USD/share) | 105.86 |
| Call wall (USD/share) | 115.00 |
| Put wall (USD/share) | 110.00 |
| Put/call open-interest ratio | 0.92 |
| Options catalyst-intensity score (0–100) | 38.5 |
| Options directional score (-100 to +100) | -21.7 |
| IV rank | 100.0 |
| Front ATM IV | +30.4% |
| Front-minus-back IV | -9.9 pp |
| Front expected move | +4.2% |
| Front ATM straddle / spot | +3.0% |
| Front 25-delta risk reversal | 2.6 pp |
| Call OI change, 1 session | -24,530 contracts · -5.3% |
| Put OI change, 1 session | -11,315 contracts · -2.7% |
| Call minus put OI growth, 1 session | -2.5 pp |
| Call OI change, 5 sessions | +755 contracts · +0.2% |
| Put OI change, 5 sessions | +7,117 contracts · +1.8% |
| Call minus put OI growth, 5 sessions | -1.6 pp |
| Daily call OI change surprise | -0.72σ (252 prior changes) |
| Daily put OI change surprise | -0.42σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.94σ (252 prior changes) |
| Daily open interest change (contracts) | -35,845 |
| Daily open interest change z-score (prior 252) | -0.61σ (252 prior changes) |
| Gamma max distance from close | +5.4% |
| Delta neutral distance from close | -5.0% |
| Prior-year sessions closer to gamma max | 55.2% 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 | 20 | +0.0% | -0.7% to +0.9% | 50% | -0.6% to +0.8% | 0.0% |
| above | Day +3 | 20 | +0.4% | -1.9% to +1.1% | 55% | -1.8% to +1.0% | 0.0% |
| above | Day +5 | 20 | +0.2% | -2.2% to +1.8% | 50% | -2.1% to +1.6% | 0.0% |
| above | Day +10 | 20 | -0.4% | -2.5% to +3.2% | 50% | -2.3% to +3.1% | 0.0% |
| below | Day +1 | 20 | -0.4% | -0.8% to +0.2% | 30% | -0.7% to +0.1% | 0.0% |
| below | Day +3 | 20 | -1.4% | -2.3% to +0.3% | 25% | -2.3% to -0.2% | -0.2% |
| below | Day +5 | 20 | -0.7% | -2.9% to +2.2% | 40% | -2.9% to +1.9% | 0.0% |
| below | Day +10 | 20 | +0.1% | -2.5% to +2.7% | 55% | -2.5% to +2.6% | 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/CSCO.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/CSCO.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/CSCO.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).