{"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/BBBY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BBBY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BBBY.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":"BBBY","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":4.360000133514404,"previous_close":4.360000133514404,"delta_neutral":4.951717889929031,"gamma_neutral":1.0915325300956753,"gamma_max":4.443738608291475,"total_open_interest":82980,"previous_open_interest":82064,"listed_contracts":40,"listed_calls":25,"listed_puts":19,"gamma_max_distance_pct":1.9206071608436515,"delta_neutral_distance_pct":13.571507759052965,"gamma_neutral_distance_pct":-74.964850993804,"open_interest_change_1d_pct":1.1162019886917527,"call_open_interest":59672,"put_open_interest":23308,"put_call_open_interest_ratio":0.39060195736693926,"nearest_expiration_max_pain":7.5,"nearest_expiration_max_pain_expiry":"2026-12-18","nearest_expiration_max_pain_distance_pct":72.01834335620948,"all_expiration_max_pain":5,"net_gamma_exposure":1946215.7401619093,"net_gamma_exposure_per_100k_open_interest":2345403.3986043734,"gamma_exposure_flip":1.0915325300956753,"gamma_exposure_flip_distance_pct":-74.964850993804,"call_wall":5,"call_wall_distance_pct":14.678895570806324,"put_wall":5,"put_wall_distance_pct":14.678895570806324,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":722},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"BBBY","price":4.36,"totalOi":82980,"analysisCoverage":0.7778,"avgIvPct":134,"ivRank":91.8,"iv52wHighPct":136.31,"iv52wLowPct":108.2,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":203.11,"riskReversal30dPp":203.11,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.391,"putCallOiFrontRatio":0.955,"putCallVolumeFrontRatio":0.35,"optionVolume":1110,"volumeOiRatio":0.013377,"netDeltaNormalized":0.044591,"dealerDeltaNormalized":-0.042113,"gexPer100kOi":147313.268257,"vannaPer100kOi":5874.909617,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":32,"gammaFlipDistancePct":-41.972477,"maxPainDistancePct":14.678899,"peakCallDistancePct":72.018349,"peakPutDistancePct":-42.66055},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BBBY.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."}