# BRUN: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 8.89 |
| Delta neutral (USD/share) | 8.95 |
| Gamma neutral (USD/share) | 6.67 |
| Gamma max (USD/share) | 15.13 |
| Open interest (contracts) | 153,338 |
| Nearest-expiration max pain (USD/share) | 13.00 (2026-10-23) |
| All-expiration max pain (USD/share) | 15.00 |
| Net gamma exposure | 1,674,191 |
| Confirmed GEX flip (USD/share) | 6.67 |
| Call wall (USD/share) | 25.00 |
| Put wall (USD/share) | 10.00 |
| Put/call open-interest ratio | 0.20 |
| Options catalyst-intensity score (0–100) | 84.8 |
| Options directional score (-100 to +100) | -3.2 |
| IV rank | 100.0 |
| Front-minus-back IV | 11.3 pp |
| Front 25-delta risk reversal | 100.2 pp |
| Call OI change, 1 session | -10,415 contracts · -7.5% |
| Put OI change, 1 session | -7,238 contracts · -22.3% |
| Call minus put OI growth, 1 session | +14.8 pp |
| Call OI change, 5 sessions | -2,055 contracts · -1.6% |
| Put OI change, 5 sessions | -4,322 contracts · -14.6% |
| Call minus put OI growth, 5 sessions | +13.0 pp |
| Daily call OI change surprise | — (83 prior changes) |
| Daily put OI change surprise | — (83 prior changes) |
| Daily call-minus-put growth surprise | — (83 prior changes) |
| Daily open interest change (contracts) | -17,653 |
| Daily open interest change z-score (prior 252) | — |
| Gamma max distance from close | +70.1% |
| Delta neutral distance from close | +0.7% |
| Prior-year sessions closer to gamma max | 94.0% of 84 |
| Prior-year sessions closer to delta neutral | 3.6% of 84 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 2 | -1.8% | -3.6% to -0.0% | 50% | — | – |
| above | Day +3 | 2 | -2.1% | -4.2% to -0.0% | 50% | — | – |
| above | Day +5 | 2 | -10.5% | -12.4% to -8.6% | 0% | — | – |
| above | Day +10 | 2 | -14.9% | -16.4% to -13.4% | 0% | — | – |
| below | Day +1 | 2 | +4.0% | +3.0% to +4.9% | 100% | — | – |
| below | Day +3 | 2 | +1.5% | -1.9% to +4.9% | 50% | — | – |
| below | Day +5 | 2 | +13.4% | +4.6% to +22.3% | 50% | — | – |
| below | Day +10 | 2 | -0.1% | -6.5% to +6.4% | 50% | — | – |

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/BRUN.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/BRUN.csv)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/BRUN.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).