{"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/EXEL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/EXEL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/EXEL.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":"EXEL","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":62.22999954223633,"previous_close":62.83000183105469,"delta_neutral":52.78894289391145,"gamma_neutral":52.88607727989526,"gamma_max":64.14290595861127,"total_open_interest":39838,"previous_open_interest":58441,"listed_contracts":124,"listed_calls":107,"listed_puts":73,"gamma_max_distance_pct":3.0739296648662555,"delta_neutral_distance_pct":-15.171230464041882,"gamma_neutral_distance_pct":-15.015141139442276,"open_interest_change_1d_pct":-31.83210417343988,"call_open_interest":19675,"put_open_interest":20163,"put_call_open_interest_ratio":1.0248030495552731,"nearest_expiration_max_pain":50,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-19.652899939257857,"all_expiration_max_pain":50,"net_gamma_exposure":1275315.9476609067,"net_gamma_exposure_per_100k_open_interest":3201254.9517066786,"gamma_exposure_flip":52.88607727989526,"gamma_exposure_flip_distance_pct":-15.015141139442276,"call_wall":65,"call_wall_distance_pct":4.451230078964786,"put_wall":50,"put_wall_distance_pct":-19.652899939257857,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1055},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":62.23,"totalOi":58937,"analysisCoverage":1,"avgIvPct":120.6,"ivRank":100,"iv52wHighPct":120.6,"iv52wLowPct":42,"frontDte":35,"termPremiumPp":3.8969,"riskReversalFrontPp":1.99,"riskReversal30dPp":1.99,"butterflyFrontPp":-0.47,"butterfly30dPp":-0.47,"putCallOiRatio":1.412,"putCallOiFrontRatio":0.571,"putCallVolumeFrontRatio":0.187,"optionVolume":1094,"volumeOiRatio":0.018562,"netDeltaNormalized":0.150728,"dealerDeltaNormalized":-0.140521,"gexPer100kOi":1514244.413526,"vannaPer100kOi":794.068242,"charmPer100kOi":-126920.270798,"weekendDeltaShiftPer100kOi":-380762.50912,"ivSurfaceRangePp":65.6,"gammaFlipDistancePct":0.803471,"maxPainDistancePct":-19.652901,"peakCallDistancePct":4.451229,"peakPutDistancePct":-3.583481},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/EXEL.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."}