{"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/BLK","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BLK.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BLK.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":"BLK","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":1134.3800048828125,"previous_close":1120.780029296875,"delta_neutral":1040.650474492908,"gamma_neutral":1007.1372577939773,"gamma_max":1187.0278155919395,"total_open_interest":37890,"previous_open_interest":47311,"listed_contracts":1135,"listed_calls":650,"listed_puts":605,"gamma_max_distance_pct":4.6411088420556075,"delta_neutral_distance_pct":-8.262621871547118,"gamma_neutral_distance_pct":-11.216941989556673,"open_interest_change_1d_pct":-19.912916657859693,"call_open_interest":22466,"put_open_interest":15424,"put_call_open_interest_ratio":0.6865485622718775,"nearest_expiration_max_pain":1080,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":-4.7938084811738415,"all_expiration_max_pain":1070,"net_gamma_exposure":3192226.7705538496,"net_gamma_exposure_per_100k_open_interest":8424984.878738057,"gamma_exposure_flip":1007.1372577939773,"gamma_exposure_flip_distance_pct":-11.216941989556673,"call_wall":1100,"call_wall_distance_pct":-3.030730860454838,"put_wall":1100,"put_wall_distance_pct":-3.030730860454838,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":1093},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":1134.38,"totalOi":48557,"analysisCoverage":1,"avgIvPct":107.7,"ivRank":78.9,"iv52wHighPct":126.7,"iv52wLowPct":36.6,"frontDte":7,"termPremiumPp":5.7527,"riskReversalFrontPp":6.72,"riskReversal30dPp":7.01,"butterflyFrontPp":1.07,"butterfly30dPp":-0.87,"putCallOiRatio":0.696,"putCallOiFrontRatio":1.322,"putCallVolumeFrontRatio":0.254,"optionVolume":4017,"volumeOiRatio":0.082728,"netDeltaNormalized":0.140476,"dealerDeltaNormalized":-0.128667,"gexPer100kOi":85105862.80042,"vannaPer100kOi":1546.635912,"charmPer100kOi":-4356480.01318,"weekendDeltaShiftPer100kOi":-13069442.098976,"ivSurfaceRangePp":73.6,"gammaFlipDistancePct":0.291789,"maxPainDistancePct":-5.675347,"peakCallDistancePct":-7.438425,"peakPutDistancePct":-0.826883},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BLK.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."}