{"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/AXS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AXS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AXS.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":"AXS","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":99.62999725341797,"previous_close":97.93000030517578,"delta_neutral":82.10286623907639,"gamma_neutral":39.30046298239435,"gamma_max":100.47916912974837,"total_open_interest":1362,"previous_open_interest":2039,"listed_contracts":44,"listed_calls":34,"listed_puts":19,"gamma_max_distance_pct":0.8523255041054114,"delta_neutral_distance_pct":-17.59222272159631,"gamma_neutral_distance_pct":-60.55358419570158,"open_interest_change_1d_pct":-33.202550269740065,"call_open_interest":1249,"put_open_interest":113,"put_call_open_interest_ratio":0.09047237790232186,"nearest_expiration_max_pain":100,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":0.37137685113138724,"all_expiration_max_pain":55,"net_gamma_exposure":154662.7176370458,"net_gamma_exposure_per_100k_open_interest":11355559.297874141,"gamma_exposure_flip":39.30046298239435,"gamma_exposure_flip_distance_pct":-60.55358419570158,"call_wall":100,"call_wall_distance_pct":0.37137685113138724,"put_wall":100,"put_wall_distance_pct":0.37137685113138724,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3326},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":99.63,"totalOi":1976,"analysisCoverage":0.8889,"avgIvPct":88.5,"ivRank":94.9,"iv52wHighPct":91.7,"iv52wLowPct":28.8,"frontDte":35,"termPremiumPp":2.1652,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.068,"putCallOiFrontRatio":0.355,"putCallVolumeFrontRatio":0,"optionVolume":68,"volumeOiRatio":0.034413,"netDeltaNormalized":0.198204,"dealerDeltaNormalized":-0.145739,"gexPer100kOi":201869306.680162,"vannaPer100kOi":860.323887,"charmPer100kOi":-108856.275304,"weekendDeltaShiftPer100kOi":-326518.218623,"ivSurfaceRangePp":34.4,"gammaFlipDistancePct":-4.637157,"maxPainDistancePct":-44.795744,"peakCallDistancePct":0.371374,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AXS.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."}