{"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/BEKE","markdown_url":"https://halfonadouble.com/stock/BEKE.md","history_url":"https://halfonadouble.com/api/v1/history/BEKE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BEKE.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":"BEKE","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":16.43000030517578,"previous_close":16.639999389648438,"delta_neutral":15.140225413132587,"gamma_neutral":12.15348839392028,"gamma_max":17.78488528246977,"total_open_interest":183783,"previous_open_interest":186098,"listed_contracts":150,"listed_calls":107,"listed_puts":68,"gamma_max_distance_pct":8.24640871654258,"delta_neutral_distance_pct":-7.850120925663583,"gamma_neutral_distance_pct":-26.02867822168155,"open_interest_change_1d_pct":-1.2439682317918517,"call_open_interest":129801,"put_open_interest":53982,"put_call_open_interest_ratio":0.41588277440081356,"nearest_expiration_max_pain":17,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":3.4692616204313604,"all_expiration_max_pain":17,"net_gamma_exposure":10209555.11648756,"net_gamma_exposure_per_100k_open_interest":5555222.798891933,"gamma_exposure_flip":12.15348839392028,"gamma_exposure_flip_distance_pct":-26.02867822168155,"call_wall":20,"call_wall_distance_pct":21.728543082860423,"put_wall":15,"put_wall_distance_pct":-8.703592687854682,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":432},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-02","session_count":1393,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":2.380952380952381,"gamma_max_cross_count":8,"delta_neutral_cross_count":26,"gamma_max_prior_sessions_closer_pct":17.857142857142858,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":63.095238095238095,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":53.57142857142857,"open_interest_change_1d_contracts":-2315,"open_interest_change_z_252":-0.09090248759225399,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":50.741886006282854,"open_interest_change_21_sessions_pct":35.24096163893652,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-1918,"put_change_contracts":-397,"call_growth_pct":-1.456130095126747,"put_growth_pct":-0.7300612368745287,"call_minus_put_growth_pp":-0.7260688582522183},"five_sessions":{"call_change_contracts":31861,"put_change_contracts":30003,"call_growth_pct":32.5311415152134,"put_growth_pct":125.12198173401727,"call_minus_put_growth_pp":-92.59084021880386},"call_change_surprise":{"z_score":-0.1134253272807046,"comparison_sessions":252},"put_change_surprise":{"z_score":-0.036899798975298055,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":-0.042552701401028896,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":52.786144413957075,"directional_score":32.08661417322835,"catalyst_reasons":["25Δ risk reversal -128.2 pp","front IV premium 2.7 pp"],"features":{"symbol":"BEKE","price":16.43,"totalOi":186362,"analysisCoverage":1,"avgIvPct":371.9,"ivRank":18.3,"iv52wHighPct":1690.1,"iv52wLowPct":77.5,"frontDte":7,"frontAtmIvPct":46.7921,"backAtmIvPct":44.0779,"termPremiumPp":2.7142,"expectedMoveFrontPct":6.48,"straddleFrontPct":5.93,"straddle30dPct":5.93,"riskReversalFrontPp":-128.17,"riskReversal30dPp":67.95,"butterflyFrontPp":0.53,"butterfly30dPp":0.53,"putCallOiRatio":0.413,"putCallOiFrontRatio":0.463,"putCallVolumeFrontRatio":0,"optionVolume":1665,"volumeOiRatio":0.008934,"netDeltaNormalized":0.093262,"dealerDeltaNormalized":-0.092927,"gexPer100kOi":962875.994033,"vannaPer100kOi":7613.676608,"charmPer100kOi":-396679.580601,"weekendDeltaShiftPer100kOi":-1190038.205214,"ivSurfaceRangePp":196.8,"gammaFlipDistancePct":8.216677,"maxPainDistancePct":3.469264,"peakCallDistancePct":3.469264,"peakPutDistancePct":-8.703591},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BEKE.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":10,"completed_path_count":10,"latest_cross_date":"2025-04-21","horizons":[{"sessions":1,"sample_size":10,"median_return_pct":1.3562092184786434,"p25_return_pct":-1.5108421241518037,"p75_return_pct":3.742286709037285,"above_zero_pct":60,"median_interval_low_pct":-3.2350156535064456,"median_interval_high_pct":3.84812728993158,"median_interval_nominal_coverage_pct":97.8515625,"confidence_floor_pct":0},{"sessions":3,"sample_size":10,"median_return_pct":-0.7030280226729912,"p25_return_pct":-4.4321125374119115,"p75_return_pct":4.854040486810379,"above_zero_pct":40,"median_interval_low_pct":-9.459461201012253,"median_interval_high_pct":6.689120999604858,"median_interval_nominal_coverage_pct":97.8515625,"confidence_floor_pct":0},{"sessions":5,"sample_size":10,"median_return_pct":-1.3047649385442006,"p25_return_pct":-7.84004702281734,"p75_return_pct":4.8617125389484315,"above_zero_pct":40,"median_interval_low_pct":-10.323501565350647,"median_interval_high_pct":8.363268790442469,"median_interval_nominal_coverage_pct":97.8515625,"confidence_floor_pct":0},{"sessions":10,"sample_size":10,"median_return_pct":-3.191314266543638,"p25_return_pct":-11.703271924306506,"p75_return_pct":10.417657533156909,"above_zero_pct":50,"median_interval_low_pct":-15.087718515502779,"median_interval_high_pct":13.32046752625411,"median_interval_nominal_coverage_pct":97.8515625,"confidence_floor_pct":0}]},{"direction":"below","event_count":11,"completed_path_count":11,"latest_cross_date":"2026-05-12","horizons":[{"sessions":1,"sample_size":11,"median_return_pct":-0.911710809340005,"p25_return_pct":-2.9998728664423546,"p75_return_pct":3.5051396155192927,"above_zero_pct":45.45454545454545,"median_interval_low_pct":-3.079711537705687,"median_interval_high_pct":5.396473295543491,"median_interval_nominal_coverage_pct":93.45703125,"confidence_floor_pct":0},{"sessions":3,"sample_size":11,"median_return_pct":-0.28790530471725084,"p25_return_pct":-3.374518795223247,"p75_return_pct":2.4407459458359315,"above_zero_pct":45.45454545454545,"median_interval_low_pct":-4.523107519135849,"median_interval_high_pct":2.8528513908084863,"median_interval_nominal_coverage_pct":93.45703125,"confidence_floor_pct":0},{"sessions":5,"sample_size":11,"median_return_pct":0.44518601426213333,"p25_return_pct":-6.211916174239734,"p75_return_pct":3.7926114488829654,"above_zero_pct":54.54545454545454,"median_interval_low_pct":-6.538839300533816,"median_interval_high_pct":6.333971617847145,"median_interval_nominal_coverage_pct":93.45703125,"confidence_floor_pct":0},{"sessions":10,"sample_size":11,"median_return_pct":-9.144545705005369,"p25_return_pct":-12.33591919739686,"p75_return_pct":-5.617003621164074,"above_zero_pct":18.181818181818183,"median_interval_low_pct":-12.500001079794298,"median_interval_high_pct":-4.854851529420612,"median_interval_nominal_coverage_pct":93.45703125,"confidence_floor_pct":-4.854851529420612}]}],"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."}