{"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/GMAB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GMAB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GMAB.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":"GMAB","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":37,"previous_close":37.81999969482422,"delta_neutral":27.592912631856553,"gamma_neutral":19.10974109826894,"gamma_max":38.10177307623376,"total_open_interest":91907,"previous_open_interest":101372,"listed_contracts":73,"listed_calls":49,"listed_puts":42,"gamma_max_distance_pct":2.97776507090206,"delta_neutral_distance_pct":-25.424560454441746,"gamma_neutral_distance_pct":-48.35205108575962,"open_interest_change_1d_pct":-9.336897762695813,"call_open_interest":74212,"put_open_interest":17695,"put_call_open_interest_ratio":0.238438527461866,"nearest_expiration_max_pain":30,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-18.91891891891892,"all_expiration_max_pain":30,"net_gamma_exposure":7631978.264658496,"net_gamma_exposure_per_100k_open_interest":8304022.8324920805,"gamma_exposure_flip":19.10974109826894,"gamma_exposure_flip_distance_pct":-48.35205108575962,"call_wall":40,"call_wall_distance_pct":8.108108108108109,"put_wall":35,"put_wall_distance_pct":-5.405405405405405,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":643},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":37,"totalOi":102174,"analysisCoverage":0.8889,"avgIvPct":298.6,"ivRank":99.9,"iv52wHighPct":298.9,"iv52wLowPct":62.5,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":-1.63,"riskReversal30dPp":-1.63,"butterflyFrontPp":-19.9,"butterfly30dPp":-19.9,"putCallOiRatio":0.286,"putCallOiFrontRatio":0.789,"putCallVolumeFrontRatio":64.645,"optionVolume":3624,"volumeOiRatio":0.035469,"netDeltaNormalized":0.297345,"dealerDeltaNormalized":-0.291201,"gexPer100kOi":2550957.308121,"vannaPer100kOi":1845.870769,"charmPer100kOi":-110062.246756,"weekendDeltaShiftPer100kOi":-330185.761544,"ivSurfaceRangePp":19,"gammaFlipDistancePct":-4.513514,"maxPainDistancePct":-18.918919,"peakCallDistancePct":8.108108,"peakPutDistancePct":-5.405405},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GMAB.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."}