{"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/BNC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BNC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BNC.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":"BNC","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":5.849999904632568,"previous_close":5.980000019073486,"delta_neutral":4.803019790944999,"gamma_neutral":5.125941284501233,"gamma_max":7.219790017040537,"total_open_interest":7994,"previous_open_interest":7977,"listed_contracts":20,"listed_calls":15,"listed_puts":10,"gamma_max_distance_pct":23.415215978435185,"delta_neutral_distance_pct":-17.897096252231968,"gamma_neutral_distance_pct":-12.377070631368024,"open_interest_change_1d_pct":0.21311269900965274,"call_open_interest":4677,"put_open_interest":3317,"put_call_open_interest_ratio":0.7092153089587342,"nearest_expiration_max_pain":5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-14.529913136570485,"all_expiration_max_pain":5,"net_gamma_exposure":111551.35525912496,"net_gamma_exposure_per_100k_open_interest":1395438.5196287837,"gamma_exposure_flip":5.125941284501233,"gamma_exposure_flip_distance_pct":-12.377070631368024,"call_wall":7.5,"call_wall_distance_pct":28.205130295144276,"put_wall":5,"put_wall_distance_pct":-14.529913136570485,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2249},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"BNC","price":5.85,"totalOi":7994,"analysisCoverage":0.7778,"avgIvPct":189.4,"ivRank":100,"iv52wHighPct":189.4,"iv52wLowPct":115.3,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-23.39,"riskReversal30dPp":-23.39,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.709,"putCallOiFrontRatio":0.885,"putCallVolumeFrontRatio":0,"optionVolume":438,"volumeOiRatio":0.054791,"netDeltaNormalized":0.171725,"dealerDeltaNormalized":-0.171725,"gexPer100kOi":73577.808356,"vannaPer100kOi":2614.460846,"charmPer100kOi":-162009.006755,"weekendDeltaShiftPer100kOi":-486027.020265,"ivSurfaceRangePp":31.5,"gammaFlipDistancePct":15.042735,"maxPainDistancePct":-14.529915,"peakCallDistancePct":28.205128,"peakPutDistancePct":-14.529915},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BNC.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."}