{"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/BBWI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BBWI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BBWI.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":"BBWI","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":20.139999389648438,"previous_close":20.440000534057617,"delta_neutral":17.924998055977774,"gamma_neutral":20.139999389648438,"gamma_max":21.231411918319118,"total_open_interest":66728,"previous_open_interest":75647,"listed_contracts":276,"listed_calls":187,"listed_puts":159,"gamma_max_distance_pct":5.419128906387381,"delta_neutral_distance_pct":-10.998020857980416,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-11.790289105979088,"call_open_interest":39230,"put_open_interest":27498,"put_call_open_interest_ratio":0.7009431557481519,"nearest_expiration_max_pain":18,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":-10.625617946882137,"all_expiration_max_pain":18.5,"net_gamma_exposure":2064200.9373752915,"net_gamma_exposure_per_100k_open_interest":3093455.427070033,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":20,"call_wall_distance_pct":-0.6951310520912648,"put_wall":17.5,"put_wall_distance_pct":-13.108239670579858,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":785},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":20.14,"totalOi":81005,"analysisCoverage":1,"avgIvPct":1119.5,"ivRank":100,"iv52wHighPct":1119.5,"iv52wLowPct":83.68,"frontDte":7,"termPremiumPp":-1.1072,"riskReversalFrontPp":3.84,"riskReversal30dPp":-2.46,"butterflyFrontPp":7.09,"butterfly30dPp":2.33,"putCallOiRatio":0.766,"putCallOiFrontRatio":1.027,"putCallVolumeFrontRatio":0.388,"optionVolume":7930,"volumeOiRatio":0.097895,"netDeltaNormalized":0.18145,"dealerDeltaNormalized":-0.180491,"gexPer100kOi":1097214.270724,"vannaPer100kOi":2487.500772,"charmPer100kOi":-273979.383989,"weekendDeltaShiftPer100kOi":-821936.917474,"ivSurfaceRangePp":88.9,"gammaFlipDistancePct":-71.400199,"maxPainDistancePct":-13.108242,"peakCallDistancePct":-0.695134,"peakPutDistancePct":-0.695134},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BBWI.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."}