{"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/KBWB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/KBWB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/KBWB.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":"KBWB","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":87.58000183105469,"previous_close":87.05000305175781,"delta_neutral":88.0427427927634,"gamma_neutral":65.86660413714452,"gamma_max":103.2243561818595,"total_open_interest":38561,"previous_open_interest":38329,"listed_contracts":250,"listed_calls":149,"listed_puts":120,"gamma_max_distance_pct":17.86292991975885,"delta_neutral_distance_pct":0.5283637269172063,"gamma_neutral_distance_pct":-24.792643571526952,"open_interest_change_1d_pct":0.6052858149182081,"call_open_interest":23334,"put_open_interest":15227,"put_call_open_interest_ratio":0.6525670695122997,"nearest_expiration_max_pain":90,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.763185793959659,"all_expiration_max_pain":89,"net_gamma_exposure":-361277.9093718095,"net_gamma_exposure_per_100k_open_interest":-936899.7416348371,"gamma_exposure_flip":65.86660413714452,"gamma_exposure_flip_distance_pct":-24.792643571526952,"call_wall":88,"call_wall_distance_pct":0.47955944298277786,"put_wall":90,"put_wall_distance_pct":2.763185793959659,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1139},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"KBWB","price":87.58,"totalOi":38561,"analysisCoverage":1,"avgIvPct":26.9,"ivRank":2.5,"iv52wHighPct":50.12,"iv52wLowPct":26.3,"frontDte":14,"frontAtmIvPct":22.875,"backAtmIvPct":22.2982,"termPremiumPp":0.5768,"expectedMoveFrontPct":4.48,"straddleFrontPct":3.57,"straddle30dPct":3.57,"riskReversalFrontPp":-44.31,"riskReversal30dPp":-44.31,"butterflyFrontPp":1.11,"butterfly30dPp":1.11,"putCallOiRatio":0.653,"putCallOiFrontRatio":3.063,"putCallVolumeFrontRatio":0,"optionVolume":6938,"volumeOiRatio":0.179923,"netDeltaNormalized":-0.015246,"dealerDeltaNormalized":0.015223,"gexPer100kOi":-1125632.99707,"vannaPer100kOi":2668.499261,"charmPer100kOi":279860.480797,"weekendDeltaShiftPer100kOi":839578.849096,"ivSurfaceRangePp":84.8,"gammaFlipDistancePct":-12.685545,"maxPainDistancePct":1.621375,"peakCallDistancePct":-0.662252,"peakPutDistancePct":0.479562},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/KBWB.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."}