{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/BBVA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BBVA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BBVA.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"BBVA","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":25.719999313354492,"previous_close":25.950000762939453,"delta_neutral":29.18013975546465,"gamma_neutral":36.307343281687174,"gamma_max":39.37120998980182,"total_open_interest":2268,"previous_open_interest":4252,"listed_contracts":20,"listed_calls":10,"listed_puts":12,"gamma_max_distance_pct":53.07624821498057,"delta_neutral_distance_pct":13.453112497999035,"gamma_neutral_distance_pct":41.16385789651035,"open_interest_change_1d_pct":-46.66039510818438,"call_open_interest":250,"put_open_interest":2018,"put_call_open_interest_ratio":8.072,"nearest_expiration_max_pain":30,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":16.640749614729657,"all_expiration_max_pain":25,"net_gamma_exposure":-168575.0287828311,"net_gamma_exposure_per_100k_open_interest":-7432761.410177738,"gamma_exposure_flip":36.307343281687174,"gamma_exposure_flip_distance_pct":41.16385789651035,"call_wall":30,"call_wall_distance_pct":16.640749614729657,"put_wall":20,"put_wall_distance_pct":-22.239500256846895,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3005},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":25.72,"totalOi":4252,"analysisCoverage":0.9444,"avgIvPct":1233.3,"ivRank":100,"iv52wHighPct":1233.3,"iv52wLowPct":56.3,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":-2.45,"riskReversal30dPp":-2.45,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":4.135,"putCallOiFrontRatio":1.1,"putCallVolumeFrontRatio":0,"optionVolume":13,"volumeOiRatio":0.003057,"netDeltaNormalized":-0.145858,"dealerDeltaNormalized":0.145856,"gexPer100kOi":-963344.778928,"vannaPer100kOi":3504.233302,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":9.8,"gammaFlipDistancePct":null,"maxPainDistancePct":16.640747,"peakCallDistancePct":16.640747,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BBVA.json?date=2026-10-16&public_schema=4","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."}