{"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/AUPH","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AUPH.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AUPH.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":"AUPH","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":16.510000228881836,"previous_close":16.729999542236328,"delta_neutral":15.693426072654447,"gamma_neutral":15.967697306225475,"gamma_max":20.32248413843217,"total_open_interest":31571,"previous_open_interest":43302,"listed_contracts":66,"listed_calls":57,"listed_puts":32,"gamma_max_distance_pct":23.091967635960113,"delta_neutral_distance_pct":-4.94593667417952,"gamma_neutral_distance_pct":-3.284693610771013,"open_interest_change_1d_pct":-27.091127430603667,"call_open_interest":18129,"put_open_interest":13442,"put_call_open_interest_ratio":0.7414639527828342,"nearest_expiration_max_pain":17,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":2.9678968160217285,"all_expiration_max_pain":15,"net_gamma_exposure":235807.19322358517,"net_gamma_exposure_per_100k_open_interest":746910.7510803749,"gamma_exposure_flip":15.967697306225475,"gamma_exposure_flip_distance_pct":-3.284693610771013,"call_wall":20,"call_wall_distance_pct":21.13870213649615,"put_wall":15,"put_wall_distance_pct":-9.145973397627886,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1182},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":16.51,"totalOi":43150,"analysisCoverage":1,"avgIvPct":745,"ivRank":100,"iv52wHighPct":745,"iv52wLowPct":67.4,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":25.42,"riskReversal30dPp":25.42,"butterflyFrontPp":4.04,"butterfly30dPp":4.04,"putCallOiRatio":0.539,"putCallOiFrontRatio":0.47,"putCallVolumeFrontRatio":1.051,"optionVolume":395,"volumeOiRatio":0.009154,"netDeltaNormalized":0.08695,"dealerDeltaNormalized":-0.084527,"gexPer100kOi":619395.550406,"vannaPer100kOi":3323.290846,"charmPer100kOi":-6716.106605,"weekendDeltaShiftPer100kOi":-20146.002317,"ivSurfaceRangePp":107.5,"gammaFlipDistancePct":-52.816475,"maxPainDistancePct":-9.145972,"peakCallDistancePct":-3.089037,"peakPutDistancePct":2.967898},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AUPH.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."}