{"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/BVS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BVS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BVS.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":"BVS","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":13.130000114440918,"previous_close":13.449999809265137,"delta_neutral":10.792655452712363,"gamma_neutral":6.147672527902057,"gamma_max":12.378864874936102,"total_open_interest":3204,"previous_open_interest":3204,"listed_contracts":27,"listed_calls":24,"listed_puts":14,"gamma_max_distance_pct":-5.720755772718433,"delta_neutral_distance_pct":-17.80155857849419,"gamma_neutral_distance_pct":-53.17842746139361,"open_interest_change_1d_pct":0,"call_open_interest":2961,"put_open_interest":243,"put_call_open_interest_ratio":0.08206686930091185,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-23.8385383637462,"all_expiration_max_pain":7.5,"net_gamma_exposure":377306.4996798298,"net_gamma_exposure_per_100k_open_interest":11776107.980019657,"gamma_exposure_flip":6.147672527902057,"gamma_exposure_flip_distance_pct":-53.17842746139361,"call_wall":12.5,"call_wall_distance_pct":-4.798172954682748,"put_wall":12.5,"put_wall_distance_pct":-4.798172954682748,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2881},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"BVS","price":13.13,"totalOi":3204,"analysisCoverage":0.8889,"avgIvPct":125.6,"ivRank":100,"iv52wHighPct":125.6,"iv52wLowPct":71.8,"frontDte":14,"frontAtmIvPct":46.8733,"backAtmIvPct":69.5421,"termPremiumPp":-22.6688,"expectedMoveFrontPct":9.18,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-39.97,"riskReversal30dPp":-39.97,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.082,"putCallOiFrontRatio":0.157,"putCallVolumeFrontRatio":0,"optionVolume":2,"volumeOiRatio":0.000624,"netDeltaNormalized":0.569102,"dealerDeltaNormalized":-0.528071,"gexPer100kOi":1510678.526841,"vannaPer100kOi":-1903.870162,"charmPer100kOi":-1040074.906367,"weekendDeltaShiftPer100kOi":-3120224.719101,"ivSurfaceRangePp":123.4,"gammaFlipDistancePct":null,"maxPainDistancePct":-42.878903,"peakCallDistancePct":-4.798172,"peakPutDistancePct":-23.838538},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BVS.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."}