{"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/BLCO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BLCO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BLCO.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":"BLCO","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":17.110000610351562,"previous_close":16.940000534057617,"delta_neutral":13.518544554368853,"gamma_neutral":17.110000610351562,"gamma_max":18.9285406628024,"total_open_interest":5369,"previous_open_interest":5199,"listed_contracts":59,"listed_calls":44,"listed_puts":22,"gamma_max_distance_pct":10.628521259961971,"delta_neutral_distance_pct":-20.9903911622883,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":3.269859588382381,"call_open_interest":5035,"put_open_interest":334,"put_call_open_interest_ratio":0.0663356504468719,"nearest_expiration_max_pain":17,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-0.6429024338258179,"all_expiration_max_pain":10,"net_gamma_exposure":747044.2147318872,"net_gamma_exposure_per_100k_open_interest":13914028.957569141,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":20,"call_wall_distance_pct":16.89070301902845,"put_wall":17,"put_wall_distance_pct":-0.6429024338258179,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2530},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"BLCO","price":17.11,"totalOi":5369,"analysisCoverage":1,"avgIvPct":64.6,"ivRank":29.7,"iv52wHighPct":94.97,"iv52wLowPct":51.8,"frontDte":14,"frontAtmIvPct":51.4687,"backAtmIvPct":45.6609,"termPremiumPp":5.8078,"expectedMoveFrontPct":10.08,"straddleFrontPct":7.74,"straddle30dPct":7.74,"riskReversalFrontPp":-3.26,"riskReversal30dPp":-3.26,"butterflyFrontPp":0.34,"butterfly30dPp":0.34,"putCallOiRatio":0.066,"putCallOiFrontRatio":0.043,"putCallVolumeFrontRatio":0.022,"optionVolume":223,"volumeOiRatio":0.041535,"netDeltaNormalized":0.292246,"dealerDeltaNormalized":-0.277059,"gexPer100kOi":2454129.26057,"vannaPer100kOi":1676.289812,"charmPer100kOi":-419053.827528,"weekendDeltaShiftPer100kOi":-1257142.857143,"ivSurfaceRangePp":63.1,"gammaFlipDistancePct":null,"maxPainDistancePct":-41.554646,"peakCallDistancePct":5.201636,"peakPutDistancePct":-0.642899},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BLCO.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."}