{"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/BMRN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BMRN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BMRN.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":"BMRN","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":54.68000030517578,"previous_close":56.04999923706055,"delta_neutral":50.05011553292737,"gamma_neutral":16.25309711452224,"gamma_max":63.598643531975014,"total_open_interest":29599,"previous_open_interest":35898,"listed_contracts":152,"listed_calls":94,"listed_puts":70,"gamma_max_distance_pct":16.31061297919384,"delta_neutral_distance_pct":-8.467236185823804,"gamma_neutral_distance_pct":-70.27597471870571,"open_interest_change_1d_pct":-17.54693854810853,"call_open_interest":22708,"put_open_interest":6891,"put_call_open_interest_ratio":0.30346133521226,"nearest_expiration_max_pain":60,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":9.729333696292334,"all_expiration_max_pain":57.5,"net_gamma_exposure":1438143.1857523879,"net_gamma_exposure_per_100k_open_interest":4858755.9909199225,"gamma_exposure_flip":16.25309711452224,"gamma_exposure_flip_distance_pct":-70.27597471870571,"call_wall":60,"call_wall_distance_pct":9.729333696292334,"put_wall":60,"put_wall_distance_pct":9.729333696292334,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1221},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":54.68,"totalOi":36996,"analysisCoverage":1,"avgIvPct":331.5,"ivRank":92.8,"iv52wHighPct":353.7,"iv52wLowPct":44.5,"frontDte":35,"termPremiumPp":-3.7319,"riskReversalFrontPp":-5.82,"riskReversal30dPp":-5.82,"butterflyFrontPp":-5.45,"butterfly30dPp":-5.45,"putCallOiRatio":0.305,"putCallOiFrontRatio":0.569,"putCallVolumeFrontRatio":0.065,"optionVolume":2945,"volumeOiRatio":0.079603,"netDeltaNormalized":0.091278,"dealerDeltaNormalized":-0.091103,"gexPer100kOi":2010439.506974,"vannaPer100kOi":4151.800195,"charmPer100kOi":4584.279382,"weekendDeltaShiftPer100kOi":13750.13515,"ivSurfaceRangePp":25.9,"gammaFlipDistancePct":-39.575713,"maxPainDistancePct":5.157279,"peakCallDistancePct":14.30139,"peakPutDistancePct":5.157279},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BMRN.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."}