{"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/ALLY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ALLY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ALLY.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":"ALLY","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":37.68000030517578,"previous_close":37.72999954223633,"delta_neutral":39.49438344167874,"gamma_neutral":45.257438516254965,"gamma_max":52.05555851638553,"total_open_interest":47063,"previous_open_interest":81614,"listed_contracts":209,"listed_calls":117,"listed_puts":107,"gamma_max_distance_pct":38.15169345748413,"delta_neutral_distance_pct":4.8152418307006615,"gamma_neutral_distance_pct":20.109973858037193,"open_interest_change_1d_pct":-42.33464846717475,"call_open_interest":19551,"put_open_interest":27512,"put_call_open_interest_ratio":1.4071914480077745,"nearest_expiration_max_pain":38,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":0.8492560834195725,"all_expiration_max_pain":40,"net_gamma_exposure":-1775049.2498946327,"net_gamma_exposure_per_100k_open_interest":-3771644.922539219,"gamma_exposure_flip":45.257438516254965,"gamma_exposure_flip_distance_pct":20.109973858037193,"call_wall":38,"call_wall_distance_pct":0.8492560834195725,"put_wall":40,"put_wall_distance_pct":6.157111666757445,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":957},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":37.68,"totalOi":81559,"analysisCoverage":1,"avgIvPct":147.9,"ivRank":83.2,"iv52wHighPct":169.8,"iv52wLowPct":39.5,"frontDte":35,"termPremiumPp":4.0526,"riskReversalFrontPp":7.72,"riskReversal30dPp":7.72,"butterflyFrontPp":6.31,"butterfly30dPp":6.31,"putCallOiRatio":0.792,"putCallOiFrontRatio":0.718,"putCallVolumeFrontRatio":0.004,"optionVolume":27166,"volumeOiRatio":0.333084,"netDeltaNormalized":-0.073589,"dealerDeltaNormalized":0.072703,"gexPer100kOi":6598153.300065,"vannaPer100kOi":1261.663336,"charmPer100kOi":-376048.014321,"weekendDeltaShiftPer100kOi":-1128142.816857,"ivSurfaceRangePp":118.6,"gammaFlipDistancePct":-1.167728,"maxPainDistancePct":0.849257,"peakCallDistancePct":0.849257,"peakPutDistancePct":-7.112527},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ALLY.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."}