{"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/AAON","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AAON.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AAON.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":"AAON","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":73.7300033569336,"previous_close":77.30000305175781,"delta_neutral":67.71027435961929,"gamma_neutral":57.45515959885489,"gamma_max":87.07911439278226,"total_open_interest":6095,"previous_open_interest":10884,"listed_contracts":190,"listed_calls":120,"listed_puts":85,"gamma_max_distance_pct":18.105398654635092,"delta_neutral_distance_pct":-8.164558148969899,"gamma_neutral_distance_pct":-22.073569804806215,"open_interest_change_1d_pct":-44.00036751194414,"call_open_interest":4294,"put_open_interest":1801,"put_call_open_interest_ratio":0.41942244993013506,"nearest_expiration_max_pain":80,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":8.503996144843216,"all_expiration_max_pain":80,"net_gamma_exposure":273864.7235639259,"net_gamma_exposure_per_100k_open_interest":4493268.639276881,"gamma_exposure_flip":57.45515959885489,"gamma_exposure_flip_distance_pct":-22.073569804806215,"call_wall":95,"call_wall_distance_pct":28.84849542200132,"put_wall":70,"put_wall_distance_pct":-5.059003373262186,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2315},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":73.73,"totalOi":11047,"analysisCoverage":1,"avgIvPct":512.5,"ivRank":100,"iv52wHighPct":512.5,"iv52wLowPct":73.5,"frontDte":35,"termPremiumPp":10.1756,"riskReversalFrontPp":4.71,"riskReversal30dPp":4.71,"butterflyFrontPp":2.1,"butterfly30dPp":2.1,"putCallOiRatio":0.34,"putCallOiFrontRatio":0.165,"putCallVolumeFrontRatio":1.25,"optionVolume":478,"volumeOiRatio":0.04327,"netDeltaNormalized":0.05902,"dealerDeltaNormalized":-0.056147,"gexPer100kOi":2657124.830271,"vannaPer100kOi":2326.423463,"charmPer100kOi":-421209.378112,"weekendDeltaShiftPer100kOi":-1263637.186566,"ivSurfaceRangePp":34,"gammaFlipDistancePct":20.290248,"maxPainDistancePct":1.722501,"peakCallDistancePct":28.848501,"peakPutDistancePct":8.504001},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AAON.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."}