# UBS: options-positioning snapshot

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

| Published field | Value |
| --- | --- |
| Close (USD/share) | 47.68 |
| Delta neutral (USD/share) | 48.16 |
| Gamma neutral (USD/share) | 48.77 |
| Gamma max (USD/share) | 56.68 |
| Open interest (contracts) | 103,647 |
| Nearest-expiration max pain (USD/share) | 47.50 (2026-11-20) |
| All-expiration max pain (USD/share) | 50.00 |
| Net gamma exposure | -762,463 |
| Confirmed GEX flip (USD/share) | 48.77 |
| Call wall (USD/share) | 50.00 |
| Put wall (USD/share) | 50.00 |
| Put/call open-interest ratio | 1.35 |
| Options catalyst-intensity score (0–100) | 43.7 |
| Options directional score (-100 to +100) | -31.4 |
| IV rank | 100.0 |
| Front-minus-back IV | 0.0 pp |
| Front 25-delta risk reversal | 6.1 pp |
| Call OI change, 1 session | -4,963 contracts · -10.1% |
| Put OI change, 1 session | -4,733 contracts · -7.4% |
| Call minus put OI growth, 1 session | -2.7 pp |
| Call OI change, 5 sessions | -4,452 contracts · -9.2% |
| Put OI change, 5 sessions | -5,539 contracts · -8.5% |
| Call minus put OI growth, 5 sessions | -0.6 pp |
| Daily call OI change surprise | -1.81σ (252 prior changes) |
| Daily put OI change surprise | -1.40σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.92σ (252 prior changes) |
| Daily open interest change (contracts) | -9,696 |
| Daily open interest change z-score (prior 252) | -1.65σ (252 prior changes) |
| Gamma max distance from close | +18.9% |
| Delta neutral distance from close | +1.0% |
| Prior-year sessions closer to gamma max | 88.9% of 252 |
| Prior-year sessions closer to delta neutral | 12.3% 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)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/UBS.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).