# GRAB: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 3.08 |
| Delta neutral (USD/share) | 2.63 |
| Gamma neutral (USD/share) | 0.63 |
| Gamma max (USD/share) | 3.19 |
| Open interest (contracts) | 2,222,949 |
| Nearest-expiration max pain (USD/share) | 3.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 3.00 |
| Net gamma exposure | 83,691,476 |
| Confirmed GEX flip (USD/share) | 0.63 |
| Call wall (USD/share) | 3.00 |
| Put wall (USD/share) | 3.00 |
| Put/call open-interest ratio | 0.20 |
| Options catalyst-intensity score (0–100) | 53.5 |
| Options directional score (-100 to +100) | 44.4 |
| IV rank | 47.6 |
| Front ATM IV | +44.8% |
| Front-minus-back IV | -2.9 pp |
| Front expected move | +6.2% |
| Front ATM straddle / spot | +5.0% |
| Front 25-delta risk reversal | -196.5 pp |
| Call OI change, 1 session | -12,709 contracts · -0.7% |
| Put OI change, 1 session | -14,533 contracts · -3.8% |
| Call minus put OI growth, 1 session | +3.1 pp |
| Call OI change, 5 sessions | +42,432 contracts · +2.3% |
| Put OI change, 5 sessions | -10,021 contracts · -2.7% |
| Call minus put OI growth, 5 sessions | +5.0 pp |
| Daily call OI change surprise | -0.30σ (252 prior changes) |
| Daily put OI change surprise | -1.21σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.95σ (252 prior changes) |
| Daily open interest change (contracts) | -27,242 |
| Daily open interest change z-score (prior 252) | -0.53σ (252 prior changes) |
| Gamma max distance from close | +3.4% |
| Delta neutral distance from close | -14.6% |
| Prior-year sessions closer to gamma max | 8.7% of 252 |
| Prior-year sessions closer to delta neutral | 4.0% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 35 | 0.0% | -1.6% to +2.0% | 46% | -0.8% to +0.9% | 0.0% |
| above | Day +3 | 35 | -1.0% | -3.7% to +1.4% | 37% | -3.0% to +0.3% | 0.0% |
| above | Day +5 | 35 | -1.4% | -5.1% to +2.7% | 37% | -2.8% to +0.8% | 0.0% |
| above | Day +10 | 34 | -2.6% | -7.0% to +1.4% | 35% | -4.3% to +0.3% | 0.0% |
| below | Day +1 | 30 | -0.3% | -2.4% to +0.7% | 37% | -1.8% to +0.3% | 0.0% |
| below | Day +3 | 30 | -2.0% | -3.8% to +0.4% | 27% | -3.7% to -0.2% | -0.2% |
| below | Day +5 | 30 | -1.5% | -4.2% to +1.0% | 33% | -3.2% to -0.3% | -0.3% |
| below | Day +10 | 29 | -1.3% | -4.2% to +1.6% | 38% | -3.5% to +0.5% | 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/GRAB.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/GRAB.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/GRAB.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).