{"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/DAC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/DAC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/DAC.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":"DAC","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":158.1699981689453,"previous_close":158.72000122070312,"delta_neutral":122.83765029485872,"gamma_neutral":98.82690260622752,"gamma_max":152.46868750823833,"total_open_interest":27312,"previous_open_interest":29290,"listed_contracts":165,"listed_calls":101,"listed_puts":88,"gamma_max_distance_pct":-3.6045462013707987,"delta_neutral_distance_pct":-22.33821096485519,"gamma_neutral_distance_pct":-37.518553613013225,"open_interest_change_1d_pct":-6.753158074428132,"call_open_interest":25766,"put_open_interest":1546,"put_call_open_interest_ratio":0.060001552433439416,"nearest_expiration_max_pain":140,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-11.487638856477373,"all_expiration_max_pain":135,"net_gamma_exposure":6981684.081967278,"net_gamma_exposure_per_100k_open_interest":25562698.015404504,"gamma_exposure_flip":98.82690260622752,"gamma_exposure_flip_distance_pct":-37.518553613013225,"call_wall":160,"call_wall_distance_pct":1.1569841640258585,"put_wall":150,"put_wall_distance_pct":-5.165327346225758,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1276},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":158.17,"totalOi":29329,"analysisCoverage":1,"avgIvPct":260.7,"ivRank":99.9,"iv52wHighPct":261,"iv52wLowPct":34.4,"frontDte":35,"termPremiumPp":2.7123,"riskReversalFrontPp":2.56,"riskReversal30dPp":2.56,"butterflyFrontPp":2.67,"butterfly30dPp":2.67,"putCallOiRatio":0.116,"putCallOiFrontRatio":0.046,"putCallVolumeFrontRatio":7.3,"optionVolume":245,"volumeOiRatio":0.008354,"netDeltaNormalized":0.483617,"dealerDeltaNormalized":-0.481193,"gexPer100kOi":39909994.987896,"vannaPer100kOi":-794.435542,"charmPer100kOi":-918268.607863,"weekendDeltaShiftPer100kOi":-2754805.823588,"ivSurfaceRangePp":19.1,"gammaFlipDistancePct":-14.66144,"maxPainDistancePct":-11.48764,"peakCallDistancePct":1.156983,"peakPutDistancePct":-5.165328},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/DAC.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."}