{"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/AEP","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AEP.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AEP.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":"AEP","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":127.13999938964844,"previous_close":124.29000091552734,"delta_neutral":120.54487661556291,"gamma_neutral":116.74352052148927,"gamma_max":134.43346196783733,"total_open_interest":46926,"previous_open_interest":54249,"listed_contracts":265,"listed_calls":177,"listed_puts":125,"gamma_max_distance_pct":5.736560180275349,"delta_neutral_distance_pct":-5.187291808829826,"gamma_neutral_distance_pct":-8.17718964768662,"open_interest_change_1d_pct":-13.49886633855002,"call_open_interest":30751,"put_open_interest":16175,"put_call_open_interest_ratio":0.5259991544990407,"nearest_expiration_max_pain":125,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-1.683183419790604,"all_expiration_max_pain":120,"net_gamma_exposure":4385300.714648062,"net_gamma_exposure_per_100k_open_interest":9345140.678191328,"gamma_exposure_flip":116.74352052148927,"gamma_exposure_flip_distance_pct":-8.17718964768662,"call_wall":130,"call_wall_distance_pct":2.2494892434177722,"put_wall":125,"put_wall_distance_pct":-1.683183419790604,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":960},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":127.14,"totalOi":54871,"analysisCoverage":1,"avgIvPct":83.6,"ivRank":71.4,"iv52wHighPct":106.9,"iv52wLowPct":25.3,"frontDte":35,"termPremiumPp":1.9033,"riskReversalFrontPp":-32.04,"riskReversal30dPp":-32.04,"butterflyFrontPp":1.52,"butterfly30dPp":1.52,"putCallOiRatio":0.606,"putCallOiFrontRatio":0.557,"putCallVolumeFrontRatio":0.189,"optionVolume":1230,"volumeOiRatio":0.022416,"netDeltaNormalized":0.145834,"dealerDeltaNormalized":-0.132782,"gexPer100kOi":13222174.172149,"vannaPer100kOi":2319.986878,"charmPer100kOi":-199870.605602,"weekendDeltaShiftPer100kOi":-599611.816807,"ivSurfaceRangePp":82.5,"gammaFlipDistancePct":-0.023596,"maxPainDistancePct":-5.615857,"peakCallDistancePct":2.249489,"peakPutDistancePct":-1.683184},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AEP.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."}