{"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/ARR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ARR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ARR.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":"ARR","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":13.199999809265137,"previous_close":13.65999984741211,"delta_neutral":14.193073069060326,"gamma_neutral":12.904175846059385,"gamma_max":16.63754171424318,"total_open_interest":23673,"previous_open_interest":32203,"listed_contracts":84,"listed_calls":42,"listed_puts":55,"gamma_max_distance_pct":26.041984504918087,"delta_neutral_distance_pct":7.523282379884175,"gamma_neutral_distance_pct":-2.2410906627294938,"open_interest_change_1d_pct":-26.488215383659906,"call_open_interest":13946,"put_open_interest":9727,"put_call_open_interest_ratio":0.6974759787752761,"nearest_expiration_max_pain":14,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":6.060607593140567,"all_expiration_max_pain":15,"net_gamma_exposure":203595.21938434808,"net_gamma_exposure_per_100k_open_interest":860031.3411242684,"gamma_exposure_flip":12.904175846059385,"gamma_exposure_flip_distance_pct":-2.2410906627294938,"call_wall":14,"call_wall_distance_pct":6.060607593140567,"put_wall":13,"put_wall_distance_pct":-1.5151500920837588,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1363},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":13.2,"totalOi":31850,"analysisCoverage":0.9444,"avgIvPct":435.4,"ivRank":90.6,"iv52wHighPct":474.2,"iv52wLowPct":59.8,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":98.54,"riskReversal30dPp":98.54,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.627,"putCallOiFrontRatio":0.424,"putCallVolumeFrontRatio":0.092,"optionVolume":1222,"volumeOiRatio":0.038367,"netDeltaNormalized":-0.135578,"dealerDeltaNormalized":0.133288,"gexPer100kOi":299952.087912,"vannaPer100kOi":4185.243328,"charmPer100kOi":-21073.783359,"weekendDeltaShiftPer100kOi":-63224.489796,"ivSurfaceRangePp":96.6,"gammaFlipDistancePct":19.924242,"maxPainDistancePct":13.636364,"peakCallDistancePct":6.060606,"peakPutDistancePct":-1.515152},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ARR.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."}