{"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/GOLD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GOLD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GOLD.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":"GOLD","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":39.349998474121094,"previous_close":39.630001068115234,"delta_neutral":35.25861643649104,"gamma_neutral":31.842489345690566,"gamma_max":47.68518291563983,"total_open_interest":9372,"previous_open_interest":12381,"listed_contracts":152,"listed_calls":105,"listed_puts":67,"gamma_max_distance_pct":21.182172210249128,"delta_neutral_distance_pct":-10.397413459420568,"gamma_neutral_distance_pct":-19.078804115755972,"open_interest_change_1d_pct":-24.303368063968986,"call_open_interest":6825,"put_open_interest":2547,"put_call_open_interest_ratio":0.3731868131868132,"nearest_expiration_max_pain":44,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":11.817031019548894,"all_expiration_max_pain":39,"net_gamma_exposure":323343.3830474406,"net_gamma_exposure_per_100k_open_interest":3450100.117877087,"gamma_exposure_flip":31.842489345690566,"gamma_exposure_flip_distance_pct":-19.078804115755972,"call_wall":49,"call_wall_distance_pct":24.523511817224904,"put_wall":34,"put_wall_distance_pct":-13.595930575803127,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2009},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":39.35,"totalOi":12448,"analysisCoverage":0.9444,"avgIvPct":289.2,"ivRank":91.7,"iv52wHighPct":310.3,"iv52wLowPct":56.3,"frontDte":35,"termPremiumPp":7.1236,"riskReversalFrontPp":13.12,"riskReversal30dPp":13.12,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.321,"putCallOiFrontRatio":1.296,"putCallVolumeFrontRatio":0.167,"optionVolume":162,"volumeOiRatio":0.013014,"netDeltaNormalized":0.124115,"dealerDeltaNormalized":-0.124085,"gexPer100kOi":213092.946658,"vannaPer100kOi":3366.002571,"charmPer100kOi":45902.956298,"weekendDeltaShiftPer100kOi":137716.902314,"ivSurfaceRangePp":25.9,"gammaFlipDistancePct":-42.693774,"maxPainDistancePct":-0.889454,"peakCallDistancePct":11.817027,"peakPutDistancePct":-0.889454},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GOLD.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."}