{"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/GILT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GILT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GILT.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":"GILT","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":7.829999923706055,"previous_close":8.050000190734863,"delta_neutral":6.301834799538226,"gamma_neutral":7.829999923706055,"gamma_max":12.731197312751672,"total_open_interest":21586,"previous_open_interest":21966,"listed_contracts":63,"listed_calls":43,"listed_puts":26,"gamma_max_distance_pct":62.59511413540101,"delta_neutral_distance_pct":-19.51679615655124,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-1.7299462806154968,"call_open_interest":16672,"put_open_interest":4914,"put_call_open_interest_ratio":0.2947456813819578,"nearest_expiration_max_pain":7.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-4.214558453659101,"all_expiration_max_pain":10,"net_gamma_exposure":192554.48606647665,"net_gamma_exposure_per_100k_open_interest":892034.1242772011,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":15,"call_wall_distance_pct":91.5708830926818,"put_wall":10,"put_wall_distance_pct":27.713922061787866,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1408},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":7.83,"totalOi":21980,"analysisCoverage":0.9444,"avgIvPct":280.2,"ivRank":70.7,"iv52wHighPct":362.6,"iv52wLowPct":80.96,"frontDte":35,"termPremiumPp":-0.669,"riskReversalFrontPp":-4.41,"riskReversal30dPp":-4.41,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.289,"putCallOiFrontRatio":0.368,"putCallVolumeFrontRatio":0.03,"optionVolume":97,"volumeOiRatio":0.004413,"netDeltaNormalized":0.093961,"dealerDeltaNormalized":-0.093961,"gexPer100kOi":72674.385805,"vannaPer100kOi":1628.753412,"charmPer100kOi":-204.731574,"weekendDeltaShiftPer100kOi":-614.194722,"ivSurfaceRangePp":11.9,"gammaFlipDistancePct":88.888889,"maxPainDistancePct":27.713921,"peakCallDistancePct":27.713921,"peakPutDistancePct":-4.214559},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GILT.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."}