{"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/AGIO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AGIO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AGIO.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":"AGIO","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":31.31999969482422,"previous_close":32.31999969482422,"delta_neutral":17.00945187671406,"gamma_neutral":7.832030008229852,"gamma_max":24.07518581818191,"total_open_interest":52704,"previous_open_interest":53701,"listed_contracts":82,"listed_calls":56,"listed_puts":43,"gamma_max_distance_pct":-23.131589869841374,"delta_neutral_distance_pct":-45.69140471759023,"gamma_neutral_distance_pct":-74.99351824858373,"open_interest_change_1d_pct":-1.8565762276307705,"call_open_interest":45295,"put_open_interest":7409,"put_call_open_interest_ratio":0.1635721382050999,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":11.749681804064382,"all_expiration_max_pain":30,"net_gamma_exposure":3220204.5710842744,"net_gamma_exposure_per_100k_open_interest":6109981.350721529,"gamma_exposure_flip":7.832030008229852,"gamma_exposure_flip_distance_pct":-74.99351824858373,"call_wall":30,"call_wall_distance_pct":-4.214558453659101,"put_wall":25,"put_wall_distance_pct":-20.178798711382584,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":913},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":31.32,"totalOi":53738,"analysisCoverage":0.9444,"avgIvPct":342.9,"ivRank":100,"iv52wHighPct":342.9,"iv52wLowPct":79,"frontDte":35,"termPremiumPp":3.8233,"riskReversalFrontPp":-39.12,"riskReversal30dPp":-39.12,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.17,"putCallOiFrontRatio":0.522,"putCallVolumeFrontRatio":1,"optionVolume":297,"volumeOiRatio":0.005527,"netDeltaNormalized":0.454262,"dealerDeltaNormalized":-0.454262,"gexPer100kOi":1995433.026908,"vannaPer100kOi":-1877.628494,"charmPer100kOi":-109803.118836,"weekendDeltaShiftPer100kOi":-329407.495627,"ivSurfaceRangePp":29.3,"gammaFlipDistancePct":-18.933589,"maxPainDistancePct":-4.214559,"peakCallDistancePct":-28.16092,"peakPutDistancePct":-28.16092},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AGIO.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."}