{"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/DAVE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/DAVE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/DAVE.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":"DAVE","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":367.3999938964844,"previous_close":369,"delta_neutral":345.69706585733877,"gamma_neutral":404.5992212487931,"gamma_max":512.4089226848032,"total_open_interest":20937,"previous_open_interest":23269,"listed_contracts":576,"listed_calls":351,"listed_puts":348,"gamma_max_distance_pct":39.46895242169638,"delta_neutral_distance_pct":-5.907166140362116,"gamma_neutral_distance_pct":10.124994003889315,"open_interest_change_1d_pct":-10.021917572736259,"call_open_interest":11036,"put_open_interest":9901,"put_call_open_interest_ratio":0.8971547662196449,"nearest_expiration_max_pain":350,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":-4.7359809976988885,"all_expiration_max_pain":320,"net_gamma_exposure":-218202.42146227183,"net_gamma_exposure_per_100k_open_interest":-1042185.7069411656,"gamma_exposure_flip":404.5992212487931,"gamma_exposure_flip_distance_pct":10.124994003889315,"call_wall":370,"call_wall_distance_pct":0.7076772310040326,"put_wall":320,"put_wall_distance_pct":-12.901468340753269,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1430},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":367.4,"totalOi":23591,"analysisCoverage":1,"avgIvPct":274.4,"ivRank":100,"iv52wHighPct":274.4,"iv52wLowPct":82.8,"frontDte":7,"termPremiumPp":-5.7768,"riskReversalFrontPp":-55.86,"riskReversal30dPp":-4.4,"butterflyFrontPp":-3.23,"butterfly30dPp":-3.23,"putCallOiRatio":0.847,"putCallOiFrontRatio":0.381,"putCallVolumeFrontRatio":0.423,"optionVolume":362,"volumeOiRatio":0.015345,"netDeltaNormalized":0.197938,"dealerDeltaNormalized":-0.194306,"gexPer100kOi":1768387.054385,"vannaPer100kOi":-84.778093,"charmPer100kOi":-543126.616082,"weekendDeltaShiftPer100kOi":-1629384.087152,"ivSurfaceRangePp":65,"gammaFlipDistancePct":-35.389222,"maxPainDistancePct":-12.90147,"peakCallDistancePct":0.027218,"peakPutDistancePct":-45.563419},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/DAVE.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."}