{"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/BWXT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BWXT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BWXT.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":"BWXT","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":134.86000061035156,"previous_close":136.7899932861328,"delta_neutral":131.07263335066438,"gamma_neutral":27.29618303589062,"gamma_max":160.35077844971417,"total_open_interest":35328,"previous_open_interest":34859,"listed_contracts":311,"listed_calls":195,"listed_puts":141,"gamma_max_distance_pct":18.901659294079813,"delta_neutral_distance_pct":-2.808369599989811,"gamma_neutral_distance_pct":-79.75961522144956,"open_interest_change_1d_pct":1.345420121059124,"call_open_interest":25924,"put_open_interest":9404,"put_call_open_interest_ratio":0.3627526616262922,"nearest_expiration_max_pain":135,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.10381090687737358,"all_expiration_max_pain":135,"net_gamma_exposure":499183.63166893076,"net_gamma_exposure_per_100k_open_interest":1412997.1458020005,"gamma_exposure_flip":27.29618303589062,"gamma_exposure_flip_distance_pct":-79.75961522144956,"call_wall":135,"call_wall_distance_pct":0.10381090687737358,"put_wall":135,"put_wall_distance_pct":0.10381090687737358,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1192},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"BWXT","price":134.86,"totalOi":35328,"analysisCoverage":1,"avgIvPct":50.8,"ivRank":11.2,"iv52wHighPct":63.45,"iv52wLowPct":49.2,"frontDte":14,"frontAtmIvPct":42.6863,"backAtmIvPct":46.1249,"termPremiumPp":-3.4386,"expectedMoveFrontPct":8.36,"straddleFrontPct":6.3,"straddle30dPct":6.3,"riskReversalFrontPp":-3.96,"riskReversal30dPp":-3.96,"butterflyFrontPp":1.39,"butterfly30dPp":1.39,"putCallOiRatio":0.363,"putCallOiFrontRatio":0.432,"putCallVolumeFrontRatio":0.07,"optionVolume":2506,"volumeOiRatio":0.070935,"netDeltaNormalized":0.059311,"dealerDeltaNormalized":-0.059305,"gexPer100kOi":1970531.674592,"vannaPer100kOi":537.817029,"charmPer100kOi":774487.658514,"weekendDeltaShiftPer100kOi":2323462.975543,"ivSurfaceRangePp":35.7,"gammaFlipDistancePct":-36.689901,"maxPainDistancePct":0.103811,"peakCallDistancePct":0.103811,"peakPutDistancePct":-7.311286},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BWXT.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."}