{"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/ABUS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ABUS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ABUS.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":"ABUS","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":4.21999979019165,"previous_close":4.289999961853027,"delta_neutral":2.38523857777328,"gamma_neutral":4.21999979019165,"gamma_max":4.488244676827984,"total_open_interest":6900,"previous_open_interest":80051,"listed_contracts":29,"listed_calls":25,"listed_puts":14,"gamma_max_distance_pct":6.356514217365662,"delta_neutral_distance_pct":-43.47775601038703,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-91.38049493447927,"call_open_interest":5895,"put_open_interest":1005,"put_call_open_interest_ratio":0.17048346055979643,"nearest_expiration_max_pain":5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":18.483418212988255,"all_expiration_max_pain":4,"net_gamma_exposure":460152.6413595831,"net_gamma_exposure_per_100k_open_interest":6668878.860283813,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":5,"call_wall_distance_pct":18.483418212988255,"put_wall":4,"put_wall_distance_pct":-5.213265429609397,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2235},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":4.22,"totalOi":80071,"analysisCoverage":0.8889,"avgIvPct":1935,"ivRank":100,"iv52wHighPct":1935,"iv52wLowPct":88.97,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":121.46,"riskReversal30dPp":121.46,"butterflyFrontPp":19.53,"butterfly30dPp":19.53,"putCallOiRatio":0.574,"putCallOiFrontRatio":0.027,"putCallVolumeFrontRatio":0,"optionVolume":54,"volumeOiRatio":0.000674,"netDeltaNormalized":0.094876,"dealerDeltaNormalized":-0.09482,"gexPer100kOi":51181.12675,"vannaPer100kOi":54.951231,"charmPer100kOi":-1296.34949,"weekendDeltaShiftPer100kOi":-3889.048469,"ivSurfaceRangePp":241.1,"gammaFlipDistancePct":13.033175,"maxPainDistancePct":65.876777,"peakCallDistancePct":18.483412,"peakPutDistancePct":18.483412},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ABUS.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."}