{"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/DE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/DE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/DE.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":"DE","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":641.8599853515625,"previous_close":650.6699829101562,"delta_neutral":617.6155926639474,"gamma_neutral":626.4519750093838,"gamma_max":731.704116647031,"total_open_interest":50298,"previous_open_interest":61102,"listed_contracts":1012,"listed_calls":623,"listed_puts":550,"gamma_max_distance_pct":13.997465700601147,"delta_neutral_distance_pct":-3.777208930439225,"gamma_neutral_distance_pct":-2.400525144707281,"open_interest_change_1d_pct":-17.68190893915093,"call_open_interest":24811,"put_open_interest":25487,"put_call_open_interest_ratio":1.02724597960582,"nearest_expiration_max_pain":617.5,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":-3.7952179458920368,"all_expiration_max_pain":620,"net_gamma_exposure":497875.4989225177,"net_gamma_exposure_per_100k_open_interest":989851.4830063178,"gamma_exposure_flip":626.4519750093838,"gamma_exposure_flip_distance_pct":-2.400525144707281,"call_wall":700,"call_wall_distance_pct":9.058052530972589,"put_wall":600,"put_wall_distance_pct":-6.521669259166352,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":929},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":641.86,"totalOi":61896,"analysisCoverage":1,"avgIvPct":90.5,"ivRank":71.3,"iv52wHighPct":111.7,"iv52wLowPct":37.9,"frontDte":7,"termPremiumPp":3.779,"riskReversalFrontPp":5.65,"riskReversal30dPp":0.24,"butterflyFrontPp":15.11,"butterfly30dPp":15.11,"putCallOiRatio":1.065,"putCallOiFrontRatio":0.477,"putCallVolumeFrontRatio":0.49,"optionVolume":3308,"volumeOiRatio":0.053444,"netDeltaNormalized":0.060823,"dealerDeltaNormalized":-0.060352,"gexPer100kOi":-16085449.65749,"vannaPer100kOi":1896.729999,"charmPer100kOi":-1649730.192581,"weekendDeltaShiftPer100kOi":-4949190.577743,"ivSurfaceRangePp":102.7,"gammaFlipDistancePct":null,"maxPainDistancePct":-1.847755,"peakCallDistancePct":1.657682,"peakPutDistancePct":-3.405727},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/DE.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."}