{"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/BGS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BGS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BGS.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":"BGS","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":2.690000057220459,"previous_close":2.930000066757202,"delta_neutral":3.3210816516697883,"gamma_neutral":3.3625000715255737,"gamma_max":6.210984666959989,"total_open_interest":42289,"previous_open_interest":41914,"listed_contracts":50,"listed_calls":36,"listed_puts":34,"gamma_max_distance_pct":130.8916183956411,"delta_neutral_distance_pct":23.46028182249994,"gamma_neutral_distance_pct":25,"open_interest_change_1d_pct":0.894689125351911,"call_open_interest":18414,"put_open_interest":23875,"put_call_open_interest_ratio":1.2965678288258933,"nearest_expiration_max_pain":3,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":11.5241611964819,"all_expiration_max_pain":5,"net_gamma_exposure":-474552.1657205038,"net_gamma_exposure_per_100k_open_interest":-1122164.5480396883,"gamma_exposure_flip":3.3625000715255737,"gamma_exposure_flip_distance_pct":25,"call_wall":3,"call_wall_distance_pct":11.5241611964819,"put_wall":3,"put_wall_distance_pct":11.5241611964819,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1086},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"BGS","price":2.69,"totalOi":42289,"analysisCoverage":0.7778,"avgIvPct":234.8,"ivRank":59.9,"iv52wHighPct":328.1,"iv52wLowPct":95.69,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-20.88,"riskReversal30dPp":-20.88,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.297,"putCallOiFrontRatio":0.652,"putCallVolumeFrontRatio":0.209,"optionVolume":597,"volumeOiRatio":0.014117,"netDeltaNormalized":-0.164764,"dealerDeltaNormalized":0.164627,"gexPer100kOi":-70568.445695,"vannaPer100kOi":-2504.197309,"charmPer100kOi":-26002.033626,"weekendDeltaShiftPer100kOi":-78003.736196,"ivSurfaceRangePp":16.9,"gammaFlipDistancePct":null,"maxPainDistancePct":85.873606,"peakCallDistancePct":11.524164,"peakPutDistancePct":11.524164},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BGS.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."}