{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-02","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/BANC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BANC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BANC.json?date=2026-10-02","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"BANC","page_tier":"B","units":{"prices":"USD per share","open_interest":"option contracts","gamma_exposure":"modeled dollar-delta change per USD 1 underlying move","gamma_exposure_normalized":"modeled gamma exposure per 100,000 open option contracts","distances":"percent of close","forward_outcomes":"close-to-close percent return"},"snapshot":{"close":17.739999771118164,"previous_close":17.489999771118164,"delta_neutral":16.32956934064937,"gamma_neutral":13.442910029495255,"gamma_max":20.04158392013023,"total_open_interest":25119,"previous_open_interest":25118,"listed_contracts":46,"listed_calls":27,"listed_puts":26,"gamma_max_distance_pct":12.973980714245492,"delta_neutral_distance_pct":-7.950566226979677,"gamma_neutral_distance_pct":-24.222603140158103,"open_interest_change_1d_pct":0.003981208694959789,"call_open_interest":12761,"put_open_interest":12358,"put_call_open_interest_ratio":0.9684194028681138,"nearest_expiration_max_pain":17.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.3528735863283312,"all_expiration_max_pain":15,"net_gamma_exposure":949819.2879206707,"net_gamma_exposure_per_100k_open_interest":3781278.267131139,"gamma_exposure_flip":13.442910029495255,"gamma_exposure_flip_distance_pct":-24.222603140158103,"call_wall":20,"call_wall_distance_pct":12.739573044196192,"put_wall":17.5,"put_wall_distance_pct":-1.3528735863283312,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1407},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"BANC","price":17.74,"totalOi":25119,"analysisCoverage":0.9444,"avgIvPct":88,"ivRank":30.3,"iv52wHighPct":130.7,"iv52wLowPct":69.48,"frontDte":14,"frontAtmIvPct":32.0147,"backAtmIvPct":36.2636,"termPremiumPp":-4.2489,"expectedMoveFrontPct":6.27,"straddleFrontPct":15.36,"straddle30dPct":15.36,"riskReversalFrontPp":-127.52,"riskReversal30dPp":-127.52,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.968,"putCallOiFrontRatio":0.727,"putCallVolumeFrontRatio":0,"optionVolume":119,"volumeOiRatio":0.004737,"netDeltaNormalized":0.078829,"dealerDeltaNormalized":-0.074354,"gexPer100kOi":663666.228751,"vannaPer100kOi":5215.175763,"charmPer100kOi":-599052.510052,"weekendDeltaShiftPer100kOi":-1797161.511207,"ivSurfaceRangePp":176,"gammaFlipDistancePct":4.396843,"maxPainDistancePct":-15.445321,"peakCallDistancePct":12.739572,"peakPutDistancePct":-1.352875},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BANC.json?date=2026-10-02","interpretation":"Catalyst intensity ranks unusual option pricing and activity; it does not identify the event, predict direction or recommend a trade. Directional score summarizes relative positioning under documented model conventions."},"gamma_max_cross_outcomes":[],"missing_value_semantics":"null means unavailable; it never means zero","interpretation":"These are descriptive end-of-day model outputs. Signed GEX uses the published call-positive, put-negative convention and is not observed dealer inventory. None of the fields are live prices, predictions or investment advice."}