{"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/ALSN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ALSN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ALSN.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":"ALSN","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":111.80000305175781,"previous_close":112.55000305175781,"delta_neutral":110.17506316191054,"gamma_neutral":95.62385054431931,"gamma_max":126.48666644742208,"total_open_interest":2357,"previous_open_interest":2660,"listed_contracts":99,"listed_calls":67,"listed_puts":43,"gamma_max_distance_pct":13.136550084766169,"delta_neutral_distance_pct":-1.4534345666296655,"gamma_neutral_distance_pct":-14.468830112598255,"open_interest_change_1d_pct":-11.390977443609023,"call_open_interest":1669,"put_open_interest":688,"put_call_open_interest_ratio":0.4122228879568604,"nearest_expiration_max_pain":120,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":7.334523009311546,"all_expiration_max_pain":115,"net_gamma_exposure":119971.44863451841,"net_gamma_exposure_per_100k_open_interest":5090006.306089029,"gamma_exposure_flip":95.62385054431931,"gamma_exposure_flip_distance_pct":-14.468830112598255,"call_wall":120,"call_wall_distance_pct":7.334523009311546,"put_wall":115,"put_wall_distance_pct":2.8622512172568984,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":2974},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":111.8,"totalOi":2877,"analysisCoverage":0.9444,"avgIvPct":159.4,"ivRank":100,"iv52wHighPct":159.4,"iv52wLowPct":45.3,"frontDte":35,"termPremiumPp":4.621,"riskReversalFrontPp":3.72,"riskReversal30dPp":3.72,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.341,"putCallOiFrontRatio":0.544,"putCallVolumeFrontRatio":0,"optionVolume":11,"volumeOiRatio":0.003823,"netDeltaNormalized":0.033278,"dealerDeltaNormalized":-0.032881,"gexPer100kOi":6921545.35975,"vannaPer100kOi":1529.370872,"charmPer100kOi":-15293.708724,"weekendDeltaShiftPer100kOi":-45881.126173,"ivSurfaceRangePp":36.6,"gammaFlipDistancePct":6.556351,"maxPainDistancePct":2.862254,"peakCallDistancePct":7.334526,"peakPutDistancePct":-15.026834},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ALSN.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."}