{"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/BETA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BETA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BETA.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":"BETA","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":22.170000076293945,"previous_close":21.729999542236328,"delta_neutral":18.608280749807122,"gamma_neutral":16.32076748375672,"gamma_max":24.66116779693481,"total_open_interest":24368,"previous_open_interest":24352,"listed_contracts":68,"listed_calls":49,"listed_puts":40,"gamma_max_distance_pct":11.236660857320576,"delta_neutral_distance_pct":-16.065490817455238,"gamma_neutral_distance_pct":-26.383547913433368,"open_interest_change_1d_pct":0.0657030223390276,"call_open_interest":19376,"put_open_interest":4992,"put_call_open_interest_ratio":0.25763831544178367,"nearest_expiration_max_pain":17.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-21.064501850351853,"all_expiration_max_pain":17.5,"net_gamma_exposure":1684337.028049283,"net_gamma_exposure_per_100k_open_interest":6912085.637103098,"gamma_exposure_flip":16.32076748375672,"gamma_exposure_flip_distance_pct":-26.383547913433368,"call_wall":25,"call_wall_distance_pct":12.76499735664021,"put_wall":20,"put_wall_distance_pct":-9.788002114687831,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1433},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"BETA","price":22.17,"totalOi":24368,"analysisCoverage":0.9444,"avgIvPct":92.2,"ivRank":28.8,"iv52wHighPct":128.55,"iv52wLowPct":77.5,"frontDte":14,"frontAtmIvPct":83.8408,"backAtmIvPct":82.9156,"termPremiumPp":0.9252,"expectedMoveFrontPct":16.42,"straddleFrontPct":12.74,"straddle30dPct":12.74,"riskReversalFrontPp":0.05,"riskReversal30dPp":0.05,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.258,"putCallOiFrontRatio":0.249,"putCallVolumeFrontRatio":0.026,"optionVolume":575,"volumeOiRatio":0.023597,"netDeltaNormalized":0.198398,"dealerDeltaNormalized":-0.184174,"gexPer100kOi":1612737.23736,"vannaPer100kOi":2449.93434,"charmPer100kOi":-537713.394616,"weekendDeltaShiftPer100kOi":-1613136.080105,"ivSurfaceRangePp":22,"gammaFlipDistancePct":-7.081642,"maxPainDistancePct":-21.064502,"peakCallDistancePct":1.488498,"peakPutDistancePct":-54.894001},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BETA.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."}