{"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/AUB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AUB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AUB.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":"AUB","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":38.11000061035156,"previous_close":38.29999923706055,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":1042,"previous_open_interest":1456,"listed_contracts":11,"listed_calls":6,"listed_puts":7,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":-28.434065934065934,"call_open_interest":918,"put_open_interest":124,"put_call_open_interest_ratio":0.13507625272331156,"nearest_expiration_max_pain":45,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":18.079242401735762,"all_expiration_max_pain":30,"net_gamma_exposure":19774.4936612078,"net_gamma_exposure_per_100k_open_interest":1897744.1133596739,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":35,"call_wall_distance_pct":-8.160589243094407,"put_wall":40,"put_wall_distance_pct":4.9593265793206776,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3522},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":38.11,"totalOi":1456,"analysisCoverage":0.8889,"avgIvPct":793.9,"ivRank":100,"iv52wHighPct":793.9,"iv52wLowPct":49.8,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":13.36,"riskReversal30dPp":13.36,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.13,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.555797,"dealerDeltaNormalized":-0.555797,"gexPer100kOi":2409045.32967,"vannaPer100kOi":-3777.472527,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":11.6,"gammaFlipDistancePct":null,"maxPainDistancePct":-34.40042,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AUB.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."}