{"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/BLK","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BLK.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BLK.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":"BLK","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":1059.6300048828125,"previous_close":1064.3599853515625,"delta_neutral":1024.6931436864586,"gamma_neutral":988.9796668080594,"gamma_max":1165.6320278451772,"total_open_interest":37619,"previous_open_interest":37578,"listed_contracts":1146,"listed_calls":640,"listed_puts":595,"gamma_max_distance_pct":10.003682650916225,"delta_neutral_distance_pct":-3.2970811543051455,"gamma_neutral_distance_pct":-6.667453521436148,"open_interest_change_1d_pct":0.10910639203789452,"call_open_interest":22295,"put_open_interest":15324,"put_call_open_interest_ratio":0.6873289975330792,"nearest_expiration_max_pain":1090,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":2.866094294918178,"all_expiration_max_pain":1067.5,"net_gamma_exposure":1795494.818921625,"net_gamma_exposure_per_100k_open_interest":4772840.3703490915,"gamma_exposure_flip":988.9796668080594,"gamma_exposure_flip_distance_pct":-6.667453521436148,"call_wall":1100,"call_wall_distance_pct":3.8098199306513725,"put_wall":1040,"put_wall_distance_pct":-1.8525338837477934,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1160},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"BLK","price":1059.63,"totalOi":39054,"analysisCoverage":1,"avgIvPct":65.6,"ivRank":94.5,"iv52wHighPct":67.3,"iv52wLowPct":36.6,"frontDte":7,"frontAtmIvPct":28.3063,"backAtmIvPct":31.3322,"termPremiumPp":-3.0259,"expectedMoveFrontPct":3.92,"straddleFrontPct":3.31,"straddle30dPct":6.79,"riskReversalFrontPp":-3.94,"riskReversal30dPp":-1.24,"butterflyFrontPp":1.03,"butterfly30dPp":1.03,"putCallOiRatio":0.686,"putCallOiFrontRatio":1.893,"putCallVolumeFrontRatio":0.698,"optionVolume":1359,"volumeOiRatio":0.034798,"netDeltaNormalized":0.066624,"dealerDeltaNormalized":-0.066368,"gexPer100kOi":55751505.60762,"vannaPer100kOi":2844.779024,"charmPer100kOi":-5275382.803298,"weekendDeltaShiftPer100kOi":-15826150.970451,"ivSurfaceRangePp":72.4,"gammaFlipDistancePct":3.668262,"maxPainDistancePct":0.742712,"peakCallDistancePct":7.584723,"peakPutDistancePct":3.80982},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BLK.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."}