{"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/ALLE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ALLE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ALLE.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":"ALLE","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":156.5399932861328,"previous_close":155.75,"delta_neutral":134.78428677433513,"gamma_neutral":121.93831645551145,"gamma_max":162.33379305357343,"total_open_interest":7866,"previous_open_interest":8812,"listed_contracts":73,"listed_calls":48,"listed_puts":29,"gamma_max_distance_pct":3.701162652313634,"delta_neutral_distance_pct":-13.897858339645735,"gamma_neutral_distance_pct":-22.1040490064251,"open_interest_change_1d_pct":-10.735360871538811,"call_open_interest":6819,"put_open_interest":1047,"put_call_open_interest_ratio":0.1535415750109987,"nearest_expiration_max_pain":150,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-4.177841808245537,"all_expiration_max_pain":150,"net_gamma_exposure":1625493.8431676035,"net_gamma_exposure_per_100k_open_interest":20664808.58336643,"gamma_exposure_flip":121.93831645551145,"gamma_exposure_flip_distance_pct":-22.1040490064251,"call_wall":160,"call_wall_distance_pct":2.2103020712047607,"put_wall":125,"put_wall_distance_pct":-20.14820150687128,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2143},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":156.54,"totalOi":8879,"analysisCoverage":1,"avgIvPct":133.9,"ivRank":100,"iv52wHighPct":133.9,"iv52wLowPct":30.6,"frontDte":35,"termPremiumPp":2.8364,"riskReversalFrontPp":5.89,"riskReversal30dPp":5.89,"butterflyFrontPp":0.46,"butterfly30dPp":0.46,"putCallOiRatio":0.165,"putCallOiFrontRatio":0.048,"putCallVolumeFrontRatio":10,"optionVolume":257,"volumeOiRatio":0.028945,"netDeltaNormalized":0.261304,"dealerDeltaNormalized":-0.258682,"gexPer100kOi":36634343.957653,"vannaPer100kOi":3930.622818,"charmPer100kOi":-101036.15272,"weekendDeltaShiftPer100kOi":-303119.720689,"ivSurfaceRangePp":25.6,"gammaFlipDistancePct":-0.651591,"maxPainDistancePct":-4.177846,"peakCallDistancePct":8.598441,"peakPutDistancePct":-0.983774},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ALLE.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."}