{"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/AVAV","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AVAV.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AVAV.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":"AVAV","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":121.79000091552734,"previous_close":123.22000122070312,"delta_neutral":138.37775886531637,"gamma_neutral":131.79097917186226,"gamma_max":169.5188356881776,"total_open_interest":60655,"previous_open_interest":69753,"listed_contracts":731,"listed_calls":429,"listed_puts":345,"gamma_max_distance_pct":39.18945267580269,"delta_neutral_distance_pct":13.619967012968633,"gamma_neutral_distance_pct":8.211657920317714,"open_interest_change_1d_pct":-13.043166602153311,"call_open_interest":34477,"put_open_interest":26178,"put_call_open_interest_ratio":0.7592888012298054,"nearest_expiration_max_pain":135,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":10.846538291460408,"all_expiration_max_pain":150,"net_gamma_exposure":-648731.9754856884,"net_gamma_exposure_per_100k_open_interest":-1069544.102688465,"gamma_exposure_flip":131.79097917186226,"gamma_exposure_flip_distance_pct":8.211657920317714,"call_wall":140,"call_wall_distance_pct":14.951965635588573,"put_wall":120,"put_wall_distance_pct":-1.4697437409240808,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":830},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":121.79,"totalOi":73255,"analysisCoverage":1,"avgIvPct":224.5,"ivRank":74.4,"iv52wHighPct":275.6,"iv52wLowPct":75.7,"frontDte":7,"termPremiumPp":-4.0679,"riskReversalFrontPp":-228.04,"riskReversal30dPp":-1.77,"butterflyFrontPp":5.08,"butterfly30dPp":5.08,"putCallOiRatio":0.665,"putCallOiFrontRatio":0.805,"putCallVolumeFrontRatio":0.57,"optionVolume":5147,"volumeOiRatio":0.070261,"netDeltaNormalized":-0.100363,"dealerDeltaNormalized":0.0998,"gexPer100kOi":16197.952358,"vannaPer100kOi":2211.453143,"charmPer100kOi":790206.811822,"weekendDeltaShiftPer100kOi":2370621.80056,"ivSurfaceRangePp":156.5,"gammaFlipDistancePct":385.548896,"maxPainDistancePct":19.057394,"peakCallDistancePct":10.846539,"peakPutDistancePct":2.635684},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AVAV.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."}