{"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/BBAI","markdown_url":"https://halfonadouble.com/stock/BBAI.md","history_url":"https://halfonadouble.com/api/v1/history/BBAI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BBAI.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":"BBAI","page_tier":"A","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":2.6500000953674316,"previous_close":2.740000009536743,"delta_neutral":2.5345128695782138,"gamma_neutral":0.4683093149287353,"gamma_max":3.009454717118388,"total_open_interest":665848,"previous_open_interest":670875,"listed_contracts":152,"listed_calls":110,"listed_puts":85,"gamma_max_distance_pct":13.564324860943705,"delta_neutral_distance_pct":-4.358008363513103,"gamma_neutral_distance_pct":-82.3279510160243,"open_interest_change_1d_pct":-0.7493199180175145,"call_open_interest":523538,"put_open_interest":142310,"put_call_open_interest_ratio":0.27182363075841676,"nearest_expiration_max_pain":2.5,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-5.66038075355743,"all_expiration_max_pain":3,"net_gamma_exposure":15035410.112989519,"net_gamma_exposure_per_100k_open_interest":2258084.4446464535,"gamma_exposure_flip":0.4683093149287353,"gamma_exposure_flip_distance_pct":-82.3279510160243,"call_wall":3,"call_wall_distance_pct":13.207543095731083,"put_wall":3,"put_wall_distance_pct":13.207543095731083,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":154},"history_summary":{"first_date":"2021-12-09","last_date":"2026-10-02","session_count":1087,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":3.1746031746031744,"gamma_max_cross_count":11,"delta_neutral_cross_count":0,"gamma_max_prior_sessions_closer_pct":46.82539682539682,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":4.365079365079365,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":10.714285714285714,"open_interest_change_1d_contracts":-5027,"open_interest_change_z_252":-0.06390680737673334,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":2.2128139041160027,"open_interest_change_21_sessions_pct":-11.687264412453612,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-3847,"put_change_contracts":-1180,"call_growth_pct":-0.7294481261317634,"put_growth_pct":-0.8223569586730782,"call_minus_put_growth_pp":0.09290883254131488},"five_sessions":{"call_change_contracts":12201,"put_change_contracts":2214,"call_growth_pct":2.38609762250727,"put_growth_pct":1.5803449063499313,"call_minus_put_growth_pp":0.8057527161573388},"call_change_surprise":{"z_score":-0.0680454685687396,"comparison_sessions":252},"put_change_surprise":{"z_score":-0.047251094074344024,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":-0.02295090357999278,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":40.085982868733616,"directional_score":27.440944881889763,"catalyst_reasons":["volume/OI 0.08"],"features":{"symbol":"BBAI","price":2.65,"totalOi":676892,"analysisCoverage":0.8333,"avgIvPct":615.6,"ivRank":29.7,"iv52wHighPct":1796.6,"iv52wLowPct":117.13,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-4.13,"riskReversal30dPp":1.54,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.269,"putCallOiFrontRatio":0.103,"putCallVolumeFrontRatio":0.362,"optionVolume":52124,"volumeOiRatio":0.077005,"netDeltaNormalized":0.054669,"dealerDeltaNormalized":-0.054551,"gexPer100kOi":64064.954232,"vannaPer100kOi":3190.169185,"charmPer100kOi":-29952.488728,"weekendDeltaShiftPer100kOi":-89857.613918,"ivSurfaceRangePp":87.6,"gammaFlipDistancePct":-78.113208,"maxPainDistancePct":13.207547,"peakCallDistancePct":13.207547,"peakPutDistancePct":88.679245},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BBAI.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":[{"direction":"above","event_count":29,"completed_path_count":29,"latest_cross_date":"2026-05-28","horizons":[{"sessions":1,"sample_size":29,"median_return_pct":-2.8061258003444056,"p25_return_pct":-5.339800881130275,"p75_return_pct":1.8518500803375026,"above_zero_pct":34.48275862068966,"median_interval_low_pct":-3.7735815105932047,"median_interval_high_pct":1.1350672307886223,"median_interval_nominal_coverage_pct":93.85716542601585,"confidence_floor_pct":0},{"sessions":3,"sample_size":29,"median_return_pct":-2.240561210374714,"p25_return_pct":-6.249994179233775,"p75_return_pct":6.318675110614103,"above_zero_pct":44.827586206896555,"median_interval_low_pct":-5.112247708140627,"median_interval_high_pct":4.850741521795499,"median_interval_nominal_coverage_pct":93.85716542601585,"confidence_floor_pct":0},{"sessions":5,"sample_size":29,"median_return_pct":-0.2808986130333757,"p25_return_pct":-8.593751309672404,"p75_return_pct":14.925367424816983,"above_zero_pct":48.275862068965516,"median_interval_low_pct":-8.108100644310124,"median_interval_high_pct":8.673473111493756,"median_interval_nominal_coverage_pct":93.85716542601585,"confidence_floor_pct":0},{"sessions":10,"sample_size":29,"median_return_pct":-2.9908974949555356,"p25_return_pct":-11.969110156475315,"p75_return_pct":17.901232160458648,"above_zero_pct":48.275862068965516,"median_interval_low_pct":-10.676155104100681,"median_interval_high_pct":16.292132950238436,"median_interval_nominal_coverage_pct":93.85716542601585,"confidence_floor_pct":0}]},{"direction":"below","event_count":33,"completed_path_count":33,"latest_cross_date":"2026-08-05","horizons":[{"sessions":1,"sample_size":33,"median_return_pct":-1.2121200736670112,"p25_return_pct":-5.742294889060229,"p75_return_pct":4.78873460781386,"above_zero_pct":36.36363636363637,"median_interval_low_pct":-3.812319975623968,"median_interval_high_pct":0.34662012118937824,"median_interval_nominal_coverage_pct":91.98566875420511,"confidence_floor_pct":0},{"sessions":3,"sample_size":33,"median_return_pct":-3.0791793674664336,"p25_return_pct":-8.483294427385701,"p75_return_pct":5.4545475563070545,"above_zero_pct":39.39393939393939,"median_interval_low_pct":-5.2264788293708175,"median_interval_high_pct":1.7331006059468024,"median_interval_nominal_coverage_pct":91.98566875420511,"confidence_floor_pct":0},{"sessions":5,"sample_size":33,"median_return_pct":0,"p25_return_pct":-10.557188400384065,"p75_return_pct":9.44540863250458,"above_zero_pct":48.484848484848484,"median_interval_low_pct":-7.044024606477384,"median_interval_high_pct":4.301079771268568,"median_interval_nominal_coverage_pct":91.98566875420511,"confidence_floor_pct":0},{"sessions":10,"sample_size":33,"median_return_pct":1.0752678064499088,"p25_return_pct":-13.333339956071377,"p75_return_pct":15.94684453801647,"above_zero_pct":51.515151515151516,"median_interval_low_pct":-8.211142649328163,"median_interval_high_pct":6.565650240911136,"median_interval_nominal_coverage_pct":91.98566875420511,"confidence_floor_pct":0}]}],"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."}