# RIG: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 5.17 |
| Delta neutral (USD/share) | 5.22 |
| Gamma neutral (USD/share) | 4.97 |
| Gamma max (USD/share) | 6.96 |
| Open interest (contracts) | 1,168,283 |
| Nearest-expiration max pain (USD/share) | 5.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 5.50 |
| Net gamma exposure | 4,217,971 |
| Confirmed GEX flip (USD/share) | 4.97 |
| Call wall (USD/share) | 7.00 |
| Put wall (USD/share) | 7.00 |
| Put/call open-interest ratio | 0.61 |
| Options catalyst-intensity score (0–100) | 29.6 |
| Options directional score (-100 to +100) | 24.7 |
| IV rank | 23.2 |
| Front ATM IV | +39.0% |
| Front-minus-back IV | -13.1 pp |
| Front expected move | +5.4% |
| Front ATM straddle / spot | +4.8% |
| Front 25-delta risk reversal | -165.5 pp |
| Call OI change, 1 session | -3,942 contracts · -0.5% |
| Put OI change, 1 session | -2,681 contracts · -0.6% |
| Call minus put OI growth, 1 session | +0.1 pp |
| Call OI change, 5 sessions | +26,090 contracts · +3.7% |
| Put OI change, 5 sessions | +14,662 contracts · +3.4% |
| Call minus put OI growth, 5 sessions | +0.3 pp |
| Daily call OI change surprise | -0.12σ (252 prior changes) |
| Daily put OI change surprise | -0.21σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.08σ (252 prior changes) |
| Daily open interest change (contracts) | -6,623 |
| Daily open interest change z-score (prior 252) | -0.16σ (252 prior changes) |
| Gamma max distance from close | +34.6% |
| Delta neutral distance from close | +0.9% |
| Prior-year sessions closer to gamma max | 85.7% of 252 |
| Prior-year sessions closer to delta neutral | 2.8% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 37 | -0.5% | -2.4% to +1.4% | 43% | -1.7% to +0.3% | 0.0% |
| above | Day +3 | 37 | -0.9% | -4.7% to +2.3% | 49% | -3.6% to +0.8% | 0.0% |
| above | Day +5 | 37 | -0.6% | -6.1% to +5.2% | 49% | -3.2% to +2.9% | 0.0% |
| above | Day +10 | 37 | -1.2% | -10.3% to +6.5% | 49% | -6.1% to +6.0% | 0.0% |
| below | Day +1 | 37 | -0.3% | -2.7% to +3.5% | 43% | -1.8% to +1.4% | 0.0% |
| below | Day +3 | 37 | +1.1% | -2.4% to +6.1% | 57% | -1.1% to +4.2% | 0.0% |
| below | Day +5 | 37 | +2.4% | -5.8% to +9.3% | 59% | -2.0% to +4.9% | 0.0% |
| below | Day +10 | 37 | +0.7% | -9.2% to +8.9% | 54% | -3.2% to +5.4% | 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/RIG.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/RIG.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/RIG.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).