{"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/BMI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BMI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BMI.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":"BMI","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":127.7699966430664,"previous_close":128.3699951171875,"delta_neutral":127.8876363749011,"gamma_neutral":122.84067194577173,"gamma_max":141.1001950965804,"total_open_interest":1609,"previous_open_interest":1614,"listed_contracts":116,"listed_calls":56,"listed_puts":69,"gamma_max_distance_pct":10.432964548596445,"delta_neutral_distance_pct":0.09207148385808764,"gamma_neutral_distance_pct":-3.8579673059435513,"open_interest_change_1d_pct":-0.30978934324659235,"call_open_interest":733,"put_open_interest":876,"put_call_open_interest_ratio":1.195088676671214,"nearest_expiration_max_pain":120,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-6.081237260084138,"all_expiration_max_pain":125,"net_gamma_exposure":28254.96910837528,"net_gamma_exposure_per_100k_open_interest":1756057.7444608626,"gamma_exposure_flip":122.84067194577173,"gamma_exposure_flip_distance_pct":-3.8579673059435513,"call_wall":125,"call_wall_distance_pct":-2.16795547925431,"put_wall":125,"put_wall_distance_pct":-2.16795547925431,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"below","open_interest_rank":3373},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"BMI","price":127.77,"totalOi":1609,"analysisCoverage":0.9444,"avgIvPct":53.8,"ivRank":8.8,"iv52wHighPct":72.44,"iv52wLowPct":52,"frontDte":14,"frontAtmIvPct":36.0996,"backAtmIvPct":47.4076,"termPremiumPp":-11.308,"expectedMoveFrontPct":7.07,"straddleFrontPct":13.54,"straddle30dPct":13.54,"riskReversalFrontPp":1.22,"riskReversal30dPp":1.22,"butterflyFrontPp":2.28,"butterfly30dPp":2.28,"putCallOiRatio":1.195,"putCallOiFrontRatio":0.391,"putCallVolumeFrontRatio":0,"optionVolume":15,"volumeOiRatio":0.009323,"netDeltaNormalized":0.008818,"dealerDeltaNormalized":-0.008807,"gexPer100kOi":2231660.03729,"vannaPer100kOi":870.105656,"charmPer100kOi":-144996.89248,"weekendDeltaShiftPer100kOi":-434990.677439,"ivSurfaceRangePp":51.1,"gammaFlipDistancePct":10.025828,"maxPainDistancePct":-2.167958,"peakCallDistancePct":21.311732,"peakPutDistancePct":9.571887},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BMI.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."}