# UBS: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 47.71 |
| Delta neutral (USD/share) | 48.50 |
| Gamma neutral (USD/share) | 49.56 |
| Gamma max (USD/share) | 56.12 |
| Open interest (contracts) | 110,575 |
| Nearest-expiration max pain (USD/share) | 50.00 (2026-10-16) |
| All-expiration max pain (USD/share) | 50.00 |
| Net gamma exposure | -1,876,253 |
| Confirmed GEX flip (USD/share) | 49.56 |
| Call wall (USD/share) | 50.00 |
| Put wall (USD/share) | 50.00 |
| Put/call open-interest ratio | 1.37 |
| Options catalyst-intensity score (0–100) | 47.7 |
| Options directional score (-100 to +100) | -35.5 |
| IV rank | 36.6 |
| Front ATM IV | +30.1% |
| Front-minus-back IV | -2.3 pp |
| Front expected move | +5.9% |
| Front ATM straddle / spot | +4.7% |
| Front 25-delta risk reversal | 6.1 pp |
| Call OI change, 1 session | +3,602 contracts · +8.4% |
| Put OI change, 1 session | +2,977 contracts · +4.9% |
| Call minus put OI growth, 1 session | +3.5 pp |
| Call OI change, 5 sessions | +4,105 contracts · +9.6% |
| Put OI change, 5 sessions | +4,046 contracts · +6.8% |
| Call minus put OI growth, 5 sessions | +2.9 pp |
| Daily call OI change surprise | +1.34σ (252 prior changes) |
| Daily put OI change surprise | +0.91σ (252 prior changes) |
| Daily call-minus-put growth surprise | +1.09σ (252 prior changes) |
| Daily open interest change (contracts) | 6,579 |
| Daily open interest change z-score (prior 252) | +1.15σ (252 prior changes) |
| Gamma max distance from close | +17.6% |
| Delta neutral distance from close | +1.7% |
| Prior-year sessions closer to gamma max | 87.3% of 252 |
| Prior-year sessions closer to delta neutral | 17.5% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 31 | +0.6% | -0.5% to +1.4% | 65% | 0.0% to +1.0% | 0.0% |
| above | Day +3 | 31 | +0.9% | -0.0% to +2.2% | 74% | +0.6% to +1.7% | +0.6% |
| above | Day +5 | 31 | +1.8% | +0.1% to +3.4% | 77% | +0.5% to +2.9% | +0.5% |
| above | Day +10 | 31 | +1.8% | -1.1% to +4.9% | 65% | -0.2% to +3.8% | 0.0% |
| below | Day +1 | 28 | +0.0% | -1.5% to +0.6% | 50% | -1.0% to +0.3% | 0.0% |
| below | Day +3 | 28 | -0.4% | -1.6% to +1.9% | 46% | -1.1% to +1.2% | 0.0% |
| below | Day +5 | 28 | +0.3% | -2.2% to +2.3% | 57% | -0.4% to +1.5% | 0.0% |
| below | Day +10 | 28 | +1.8% | -1.2% to +5.7% | 64% | -0.2% to +4.0% | 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/UBS.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/UBS.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/UBS.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).