{"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/CHAT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CHAT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CHAT.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":"CHAT","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":79.02999877929688,"previous_close":83.29000091552734,"delta_neutral":78.98566631847284,"gamma_neutral":79.02999877929688,"gamma_max":96.13864432069624,"total_open_interest":5321,"previous_open_interest":6065,"listed_contracts":151,"listed_calls":92,"listed_puts":68,"gamma_max_distance_pct":21.648292807365248,"delta_neutral_distance_pct":-0.05609573770568118,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-12.267106347897775,"call_open_interest":4076,"put_open_interest":1245,"put_call_open_interest_ratio":0.3054465161923454,"nearest_expiration_max_pain":91,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":15.14614881132815,"all_expiration_max_pain":85,"net_gamma_exposure":205000.00179688065,"net_gamma_exposure_per_100k_open_interest":3852659.308342053,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":100,"call_wall_distance_pct":26.534229462997967,"put_wall":90,"put_wall_distance_pct":13.880806516698172,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2396},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":79.03,"totalOi":6037,"analysisCoverage":1,"avgIvPct":180.7,"ivRank":100,"iv52wHighPct":180.7,"iv52wLowPct":36.3,"frontDte":35,"termPremiumPp":-2.2412,"riskReversalFrontPp":4.22,"riskReversal30dPp":4.22,"butterflyFrontPp":-11.24,"butterfly30dPp":-11.24,"putCallOiRatio":0.312,"putCallOiFrontRatio":1.024,"putCallVolumeFrontRatio":1.602,"optionVolume":713,"volumeOiRatio":0.118105,"netDeltaNormalized":-0.006334,"dealerDeltaNormalized":0.006334,"gexPer100kOi":2883004.47242,"vannaPer100kOi":2302.468113,"charmPer100kOi":70266.688753,"weekendDeltaShiftPer100kOi":210800.066258,"ivSurfaceRangePp":21.4,"gammaFlipDistancePct":-30.115146,"maxPainDistancePct":8.819436,"peakCallDistancePct":1.227382,"peakPutDistancePct":1.227382},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CHAT.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."}