{"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/BAX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BAX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BAX.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":"BAX","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":23.489999771118164,"previous_close":23.639999389648438,"delta_neutral":19.254961919242934,"gamma_neutral":23.489999771118164,"gamma_max":25.307435840203496,"total_open_interest":81126,"previous_open_interest":82438,"listed_contracts":252,"listed_calls":163,"listed_puts":129,"gamma_max_distance_pct":7.737062949314873,"delta_neutral_distance_pct":-18.02910980477049,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-1.591499065964725,"call_open_interest":55275,"put_open_interest":25851,"put_call_open_interest_ratio":0.4676797829036635,"nearest_expiration_max_pain":23.5,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":0.04257228173382783,"all_expiration_max_pain":20,"net_gamma_exposure":4181200.8139368463,"net_gamma_exposure_per_100k_open_interest":5153959.043878469,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":25,"call_wall_distance_pct":6.428268384823221,"put_wall":25,"put_wall_distance_pct":6.428268384823221,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":738},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"BAX","price":23.49,"totalOi":82385,"analysisCoverage":1,"avgIvPct":238.7,"ivRank":60.9,"iv52wHighPct":346.6,"iv52wLowPct":70.6,"frontDte":7,"frontAtmIvPct":40.3654,"backAtmIvPct":46.7526,"termPremiumPp":-6.3872,"expectedMoveFrontPct":5.59,"straddleFrontPct":6.07,"straddle30dPct":12.24,"riskReversalFrontPp":-36.95,"riskReversal30dPp":-0.4,"butterflyFrontPp":5.67,"butterfly30dPp":5.67,"putCallOiRatio":0.467,"putCallOiFrontRatio":0.674,"putCallVolumeFrontRatio":3,"optionVolume":4148,"volumeOiRatio":0.050349,"netDeltaNormalized":0.206591,"dealerDeltaNormalized":-0.205059,"gexPer100kOi":1183519.026522,"vannaPer100kOi":2014.929902,"charmPer100kOi":-180436.97275,"weekendDeltaShiftPer100kOi":-541312.132063,"ivSurfaceRangePp":101.3,"gammaFlipDistancePct":-14.942529,"maxPainDistancePct":-14.857386,"peakCallDistancePct":17.071094,"peakPutDistancePct":53.256705},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BAX.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."}