{"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/BWAY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BWAY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BWAY.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":"BWAY","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":12.5,"previous_close":12.600000381469727,"delta_neutral":7.693015846093104,"gamma_neutral":12.5,"gamma_max":13.786357910892882,"total_open_interest":520,"previous_open_interest":521,"listed_contracts":21,"listed_calls":17,"listed_puts":7,"gamma_max_distance_pct":10.290863287143054,"delta_neutral_distance_pct":-38.45587323125517,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-0.19193857965451055,"call_open_interest":451,"put_open_interest":69,"put_call_open_interest_ratio":0.15299334811529933,"nearest_expiration_max_pain":12.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0,"all_expiration_max_pain":12.5,"net_gamma_exposure":25477.791723237628,"net_gamma_exposure_per_100k_open_interest":4899575.331391851,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":15,"call_wall_distance_pct":20,"put_wall":12.5,"put_wall_distance_pct":0,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4047},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"BWAY","price":12.5,"totalOi":520,"analysisCoverage":0.7778,"avgIvPct":130.3,"ivRank":94.9,"iv52wHighPct":132.8,"iv52wLowPct":83.6,"frontDte":14,"frontAtmIvPct":187.0335,"backAtmIvPct":103.3094,"termPremiumPp":83.7241,"expectedMoveFrontPct":36.63,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.153,"putCallOiFrontRatio":0.373,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.257392,"dealerDeltaNormalized":-0.252442,"gexPer100kOi":635878.846154,"vannaPer100kOi":1730.769231,"charmPer100kOi":-290192.307692,"weekendDeltaShiftPer100kOi":-870576.923077,"ivSurfaceRangePp":114.5,"gammaFlipDistancePct":1.44,"maxPainDistancePct":0,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BWAY.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."}