{"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/BF.A","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BF.A.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BF.A.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":"BF.A","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":29.459999084472656,"previous_close":29.1299991607666,"delta_neutral":20.89722540846653,"gamma_neutral":12.483530723720996,"gamma_max":29.60212119242804,"total_open_interest":499,"previous_open_interest":516,"listed_contracts":20,"listed_calls":12,"listed_puts":11,"gamma_max_distance_pct":0.4824240066941871,"delta_neutral_distance_pct":-29.06576355095431,"gamma_neutral_distance_pct":-57.62548841931012,"open_interest_change_1d_pct":-3.2945736434108532,"call_open_interest":360,"put_open_interest":139,"put_call_open_interest_ratio":0.3861111111111111,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-15.13916912109942,"all_expiration_max_pain":25,"net_gamma_exposure":33523.364165185434,"net_gamma_exposure_per_100k_open_interest":6718109.051139365,"gamma_exposure_flip":12.483530723720996,"gamma_exposure_flip_distance_pct":-57.62548841931012,"call_wall":30,"call_wall_distance_pct":1.8329970546806957,"put_wall":25,"put_wall_distance_pct":-15.13916912109942,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3938},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":29.46,"totalOi":533,"analysisCoverage":0.8333,"avgIvPct":157.5,"ivRank":52.4,"iv52wHighPct":251.1,"iv52wLowPct":54.3,"frontDte":35,"termPremiumPp":-20.6206,"riskReversalFrontPp":10.05,"riskReversal30dPp":10.05,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.46,"putCallOiFrontRatio":0.094,"putCallVolumeFrontRatio":0,"optionVolume":30,"volumeOiRatio":0.056285,"netDeltaNormalized":0.306364,"dealerDeltaNormalized":-0.297167,"gexPer100kOi":2094769.230769,"vannaPer100kOi":-1125.703565,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":69.5,"gammaFlipDistancePct":-21.350984,"maxPainDistancePct":-15.139172,"peakCallDistancePct":1.832994,"peakPutDistancePct":-32.111337},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BF.A.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."}