{"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/BRBR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BRBR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BRBR.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":"BRBR","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":7.429999828338623,"previous_close":7.400000095367432,"delta_neutral":5.813407622963812,"gamma_neutral":7.429999828338623,"gamma_max":3.05295704516329,"total_open_interest":42721,"previous_open_interest":42727,"listed_contracts":116,"listed_calls":84,"listed_puts":42,"gamma_max_distance_pct":-58.910402211328936,"delta_neutral_distance_pct":-21.75763449157828,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-0.014042642825379736,"call_open_interest":31960,"put_open_interest":10761,"put_call_open_interest_ratio":0.33670212765957447,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":34.58950512837413,"all_expiration_max_pain":10,"net_gamma_exposure":496903.53354374657,"net_gamma_exposure_per_100k_open_interest":1163136.4751380973,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":12.5,"call_wall_distance_pct":68.23688141046766,"put_wall":7.5,"put_wall_distance_pct":0.9421288462805963,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1079},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"BRBR","price":7.43,"totalOi":42721,"analysisCoverage":0.9444,"avgIvPct":157.7,"ivRank":78.2,"iv52wHighPct":174.7,"iv52wLowPct":96.6,"frontDte":14,"frontAtmIvPct":59.9957,"backAtmIvPct":81.5509,"termPremiumPp":-21.5552,"expectedMoveFrontPct":11.75,"straddleFrontPct":9.08,"straddle30dPct":9.08,"riskReversalFrontPp":19.8,"riskReversal30dPp":19.8,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.337,"putCallOiFrontRatio":2.482,"putCallVolumeFrontRatio":0,"optionVolume":3801,"volumeOiRatio":0.088973,"netDeltaNormalized":0.111276,"dealerDeltaNormalized":-0.111245,"gexPer100kOi":84936.939678,"vannaPer100kOi":2956.39147,"charmPer100kOi":-110535.802065,"weekendDeltaShiftPer100kOi":-331605.065424,"ivSurfaceRangePp":21.5,"gammaFlipDistancePct":58.681023,"maxPainDistancePct":34.589502,"peakCallDistancePct":34.589502,"peakPutDistancePct":34.589502},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BRBR.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."}