{"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/BBVA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BBVA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BBVA.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":"BBVA","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":26.979999542236328,"previous_close":26.8700008392334,"delta_neutral":26.824280888520462,"gamma_neutral":26.979999542236328,"gamma_max":45.09143206652617,"total_open_interest":4792,"previous_open_interest":4790,"listed_contracts":28,"listed_calls":17,"listed_puts":17,"gamma_max_distance_pct":67.12910612150668,"delta_neutral_distance_pct":-0.5771632926534824,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.04175365344467641,"call_open_interest":1273,"put_open_interest":3519,"put_call_open_interest_ratio":2.7643362136684995,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-7.338767886695854,"all_expiration_max_pain":25,"net_gamma_exposure":-81107.70113951653,"net_gamma_exposure_per_100k_open_interest":-1692564.7149314801,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":25,"call_wall_distance_pct":-7.338767886695854,"put_wall":25,"put_wall_distance_pct":-7.338767886695854,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":2606},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"BBVA","price":26.98,"totalOi":4792,"analysisCoverage":0.8333,"avgIvPct":94.3,"ivRank":57.5,"iv52wHighPct":122.44,"iv52wLowPct":56.3,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-136.69,"riskReversal30dPp":-136.69,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2.764,"putCallOiFrontRatio":1.499,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.000209,"netDeltaNormalized":-0.084698,"dealerDeltaNormalized":0.076674,"gexPer100kOi":-1273750.834725,"vannaPer100kOi":3693.656093,"charmPer100kOi":589962.437396,"weekendDeltaShiftPer100kOi":1769887.312187,"ivSurfaceRangePp":110.9,"gammaFlipDistancePct":null,"maxPainDistancePct":-7.338769,"peakCallDistancePct":null,"peakPutDistancePct":-7.338769},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BBVA.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."}