# BBAI: options-positioning snapshot

Canonical: https://halfonadouble.com/stock/BBAI
Data through: 2026-10-16 close
Publisher: Half on a Double

| Published field | Value |
| --- | --- |
| Close (USD/share) | 2.16 |
| Delta neutral (USD/share) | 2.18 |
| Gamma neutral (USD/share) | 0.23 |
| Gamma max (USD/share) | 2.67 |
| Open interest (contracts) | 668,754 |
| Nearest-expiration max pain (USD/share) | 2.50 (2026-10-23) |
| All-expiration max pain (USD/share) | 3.00 |
| Net gamma exposure | 12,131,650 |
| Confirmed GEX flip (USD/share) | 0.23 |
| Call wall (USD/share) | 3.00 |
| Put wall (USD/share) | 3.00 |
| Put/call open-interest ratio | 0.26 |
| Options catalyst-intensity score (0–100) | 38.4 |
| Options directional score (-100 to +100) | 31.2 |
| IV rank | 89.5 |
| Front-minus-back IV | – pp |
| Front 25-delta risk reversal | -4.2 pp |
| Call OI change, 1 session | -39,088 contracts · -6.9% |
| Put OI change, 1 session | -4,721 contracts · -3.3% |
| Call minus put OI growth, 1 session | -3.5 pp |
| Call OI change, 5 sessions | -8,550 contracts · -1.6% |
| Put OI change, 5 sessions | -6,048 contracts · -4.2% |
| Call minus put OI growth, 5 sessions | +2.6 pp |
| Daily call OI change surprise | -0.91σ (252 prior changes) |
| Daily put OI change surprise | -0.29σ (252 prior changes) |
| Daily call-minus-put growth surprise | -1.68σ (252 prior changes) |
| Daily open interest change (contracts) | -43,809 |
| Daily open interest change z-score (prior 252) | -0.77σ (252 prior changes) |
| Gamma max distance from close | +23.7% |
| Delta neutral distance from close | +0.7% |
| Prior-year sessions closer to gamma max | 79.4% of 252 |
| Prior-year sessions closer to delta neutral | 0.4% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 29 | -2.8% | -5.3% to +1.9% | 34% | -3.8% to +1.1% | 0.0% |
| above | Day +3 | 29 | -2.2% | -6.2% to +6.3% | 45% | -5.1% to +4.9% | 0.0% |
| above | Day +5 | 29 | -0.3% | -8.6% to +14.9% | 48% | -8.1% to +8.7% | 0.0% |
| above | Day +10 | 29 | -3.0% | -12.0% to +17.9% | 48% | -10.7% to +16.3% | 0.0% |
| below | Day +1 | 33 | -1.2% | -5.7% to +4.8% | 36% | -3.8% to +0.3% | 0.0% |
| below | Day +3 | 33 | -3.1% | -8.5% to +5.5% | 39% | -5.2% to +1.7% | 0.0% |
| below | Day +5 | 33 | 0.0% | -10.6% to +9.4% | 48% | -7.0% to +4.3% | 0.0% |
| below | Day +10 | 33 | +1.1% | -13.3% to +15.9% | 52% | -8.2% to +6.6% | 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/BBAI.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/BBAI.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/BBAI.json?date=2026-10-16&public_schema=4)

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).