{"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/BUG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/BUG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/BUG.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":"BUG","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":44.34000015258789,"previous_close":46.79999923706055,"delta_neutral":45.78768523477193,"gamma_neutral":53.65433507564512,"gamma_max":59.719821495776635,"total_open_interest":40400,"previous_open_interest":50730,"listed_contracts":270,"listed_calls":207,"listed_puts":142,"gamma_max_distance_pct":34.68611026220555,"delta_neutral_distance_pct":3.2649640893146086,"gamma_neutral_distance_pct":21.006619059548207,"open_interest_change_1d_pct":-20.362704514094222,"call_open_interest":19589,"put_open_interest":20811,"put_call_open_interest_ratio":1.06238194905304,"nearest_expiration_max_pain":48,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":8.254397462374602,"all_expiration_max_pain":46,"net_gamma_exposure":-1924038.1376281364,"net_gamma_exposure_per_100k_open_interest":-4762470.637693407,"gamma_exposure_flip":53.65433507564512,"gamma_exposure_flip_distance_pct":21.006619059548207,"call_wall":45,"call_wall_distance_pct":1.488497620976189,"put_wall":48,"put_wall_distance_pct":8.254397462374602,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"below","open_interest_rank":1048},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":44.34,"totalOi":50385,"analysisCoverage":1,"avgIvPct":160.2,"ivRank":100,"iv52wHighPct":160.2,"iv52wLowPct":39.4,"frontDte":35,"termPremiumPp":0.8549,"riskReversalFrontPp":5.16,"riskReversal30dPp":5.16,"butterflyFrontPp":1.45,"butterfly30dPp":1.45,"putCallOiRatio":1.021,"putCallOiFrontRatio":2.626,"putCallVolumeFrontRatio":1.043,"optionVolume":6131,"volumeOiRatio":0.121683,"netDeltaNormalized":-0.00051,"dealerDeltaNormalized":0.000503,"gexPer100kOi":-2748602.877841,"vannaPer100kOi":111.14419,"charmPer100kOi":374752.40647,"weekendDeltaShiftPer100kOi":1124257.219411,"ivSurfaceRangePp":214,"gammaFlipDistancePct":-71.312585,"maxPainDistancePct":3.743798,"peakCallDistancePct":1.488498,"peakPutDistancePct":5.999098},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/BUG.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."}