{"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/BUG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BUG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BUG.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":"BUG","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":46.91999816894531,"previous_close":46.47999954223633,"delta_neutral":40.377457960828025,"gamma_neutral":30.948706070889788,"gamma_max":48.902162779511706,"total_open_interest":34855,"previous_open_interest":34970,"listed_contracts":260,"listed_calls":209,"listed_puts":141,"gamma_max_distance_pct":4.224562420972807,"delta_neutral_distance_pct":-13.944033383291057,"gamma_neutral_distance_pct":-34.03941330207971,"open_interest_change_1d_pct":-0.328853302830998,"call_open_interest":22574,"put_open_interest":12281,"put_call_open_interest_ratio":0.5440329582705767,"nearest_expiration_max_pain":43,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-8.354642629845245,"all_expiration_max_pain":40,"net_gamma_exposure":2749500.7384411497,"net_gamma_exposure_per_100k_open_interest":7888396.896976474,"gamma_exposure_flip":30.948706070889788,"gamma_exposure_flip_distance_pct":-34.03941330207971,"call_wall":49,"call_wall_distance_pct":4.433081654362398,"put_wall":45,"put_wall_distance_pct":-4.0920678684426965,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1199},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"BUG","price":46.92,"totalOi":34855,"analysisCoverage":1,"avgIvPct":65.7,"ivRank":94.4,"iv52wHighPct":67.27,"iv52wLowPct":39.4,"frontDte":14,"frontAtmIvPct":41.5119,"backAtmIvPct":38.8923,"termPremiumPp":2.6196,"expectedMoveFrontPct":8.13,"straddleFrontPct":6.61,"straddle30dPct":6.61,"riskReversalFrontPp":2.36,"riskReversal30dPp":2.36,"butterflyFrontPp":-15.8,"butterfly30dPp":-15.8,"putCallOiRatio":0.544,"putCallOiFrontRatio":0.604,"putCallVolumeFrontRatio":0.015,"optionVolume":5126,"volumeOiRatio":0.147066,"netDeltaNormalized":0.313427,"dealerDeltaNormalized":-0.299237,"gexPer100kOi":3676376.789557,"vannaPer100kOi":493.472959,"charmPer100kOi":-881658.298666,"weekendDeltaShiftPer100kOi":-2644974.895998,"ivSurfaceRangePp":208.2,"gammaFlipDistancePct":-71.270247,"maxPainDistancePct":-14.748508,"peakCallDistancePct":4.433078,"peakPutDistancePct":0.170503},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BUG.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."}