{"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/BTC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BTC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BTC.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":"BTC","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":37.25,"previous_close":37.439998626708984,"delta_neutral":30.73198500010618,"gamma_neutral":22.33580155694157,"gamma_max":39.38561101373429,"total_open_interest":38390,"previous_open_interest":38471,"listed_contracts":278,"listed_calls":191,"listed_puts":130,"gamma_max_distance_pct":5.73318392948803,"delta_neutral_distance_pct":-17.498026845352534,"gamma_neutral_distance_pct":-40.03811662566022,"open_interest_change_1d_pct":-0.21054820514153516,"call_open_interest":30021,"put_open_interest":8369,"put_call_open_interest_ratio":0.27877152659804805,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-6.0402684563758395,"all_expiration_max_pain":31,"net_gamma_exposure":3458696.9098039363,"net_gamma_exposure_per_100k_open_interest":9009369.392560396,"gamma_exposure_flip":22.33580155694157,"gamma_exposure_flip_distance_pct":-40.03811662566022,"call_wall":42,"call_wall_distance_pct":12.751677852348994,"put_wall":38,"put_wall_distance_pct":2.013422818791946,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1144},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"BTC","price":37.25,"totalOi":38390,"analysisCoverage":1,"avgIvPct":53.9,"ivRank":19,"iv52wHighPct":77.39,"iv52wLowPct":48.4,"frontDte":14,"frontAtmIvPct":34.0061,"backAtmIvPct":38.8377,"termPremiumPp":-4.8316,"expectedMoveFrontPct":6.66,"straddleFrontPct":5.03,"straddle30dPct":5.03,"riskReversalFrontPp":-13.88,"riskReversal30dPp":-13.88,"butterflyFrontPp":6.04,"butterfly30dPp":6.04,"putCallOiRatio":0.279,"putCallOiFrontRatio":0.772,"putCallVolumeFrontRatio":1.32,"optionVolume":631,"volumeOiRatio":0.016437,"netDeltaNormalized":0.272801,"dealerDeltaNormalized":-0.272801,"gexPer100kOi":3147408.752279,"vannaPer100kOi":2526.699661,"charmPer100kOi":-304329.252409,"weekendDeltaShiftPer100kOi":-912985.152383,"ivSurfaceRangePp":88.3,"gammaFlipDistancePct":-16.187919,"maxPainDistancePct":-16.778523,"peakCallDistancePct":2.013423,"peakPutDistancePct":-6.040268},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BTC.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."}