{"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/GPRE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GPRE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GPRE.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":"GPRE","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":14.470000267028809,"previous_close":14.289999961853027,"delta_neutral":12.168758838366593,"gamma_neutral":11.07263757850246,"gamma_max":16.610663901478823,"total_open_interest":47177,"previous_open_interest":51024,"listed_contracts":97,"listed_calls":63,"listed_puts":48,"gamma_max_distance_pct":14.793805079103613,"delta_neutral_distance_pct":-15.903534113304756,"gamma_neutral_distance_pct":-23.478663620121303,"open_interest_change_1d_pct":-7.53958921291941,"call_open_interest":32919,"put_open_interest":14258,"put_call_open_interest_ratio":0.43312372793827275,"nearest_expiration_max_pain":16,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":10.573598512347182,"all_expiration_max_pain":10,"net_gamma_exposure":1596376.5529267148,"net_gamma_exposure_per_100k_open_interest":3383802.600688291,"gamma_exposure_flip":11.07263757850246,"gamma_exposure_flip_distance_pct":-23.478663620121303,"call_wall":17,"call_wall_distance_pct":17.48444841936888,"put_wall":10,"put_wall_distance_pct":-30.89150092978301,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":954},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":14.47,"totalOi":51127,"analysisCoverage":1,"avgIvPct":274.8,"ivRank":58.9,"iv52wHighPct":418.9,"iv52wLowPct":68.2,"frontDte":35,"termPremiumPp":3.3551,"riskReversalFrontPp":9.44,"riskReversal30dPp":9.44,"butterflyFrontPp":-0.66,"butterfly30dPp":-0.66,"putCallOiRatio":0.41,"putCallOiFrontRatio":0.2,"putCallVolumeFrontRatio":0,"optionVolume":2047,"volumeOiRatio":0.040038,"netDeltaNormalized":0.253789,"dealerDeltaNormalized":-0.248542,"gexPer100kOi":894405.402234,"vannaPer100kOi":2879.104974,"charmPer100kOi":-610.245076,"weekendDeltaShiftPer100kOi":-1830.735228,"ivSurfaceRangePp":15,"gammaFlipDistancePct":-36.627505,"maxPainDistancePct":-30.8915,"peakCallDistancePct":-3.2481,"peakPutDistancePct":-3.2481},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GPRE.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."}