{"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/BLV","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BLV.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BLV.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":"BLV","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":62.470001220703125,"previous_close":62.630001068115234,"delta_neutral":62.87145874302911,"gamma_neutral":62.470001220703125,"gamma_max":66.53958119512065,"total_open_interest":553,"previous_open_interest":556,"listed_contracts":65,"listed_calls":33,"listed_puts":32,"gamma_max_distance_pct":6.514454770122249,"delta_neutral_distance_pct":0.6426404906054929,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-0.539568345323741,"call_open_interest":402,"put_open_interest":151,"put_call_open_interest_ratio":0.3756218905472637,"nearest_expiration_max_pain":63,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.848405264831704,"all_expiration_max_pain":64,"net_gamma_exposure":80977.1758744875,"net_gamma_exposure_per_100k_open_interest":14643250.610214738,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":66,"call_wall_distance_pct":5.650710277442737,"put_wall":63,"put_wall_distance_pct":0.848405264831704,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4001},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"BLV","price":62.47,"totalOi":553,"analysisCoverage":0.8889,"avgIvPct":15.3,"ivRank":10.7,"iv52wHighPct":48.73,"iv52wLowPct":11.3,"frontDte":14,"frontAtmIvPct":12.714,"backAtmIvPct":13.7829,"termPremiumPp":-1.0689,"expectedMoveFrontPct":2.49,"straddleFrontPct":1.84,"straddle30dPct":1.84,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.376,"putCallOiFrontRatio":0.186,"putCallVolumeFrontRatio":0,"optionVolume":7,"volumeOiRatio":0.012658,"netDeltaNormalized":-0.013906,"dealerDeltaNormalized":0.013309,"gexPer100kOi":13327983.725136,"vannaPer100kOi":1446.654611,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":17.4,"gammaFlipDistancePct":1.136546,"maxPainDistancePct":2.449176,"peakCallDistancePct":0.848407,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BLV.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."}