{"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/GSG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GSG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GSG.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":"GSG","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":37.11000061035156,"previous_close":36.58000183105469,"delta_neutral":33.41999338034887,"gamma_neutral":34.78582738195887,"gamma_max":41.23480077753568,"total_open_interest":1154,"previous_open_interest":2840,"listed_contracts":41,"listed_calls":40,"listed_puts":11,"gamma_max_distance_pct":11.11506359294841,"delta_neutral_distance_pct":-9.943430798471589,"gamma_neutral_distance_pct":-6.262929642055528,"open_interest_change_1d_pct":-59.36619718309859,"call_open_interest":595,"put_open_interest":559,"put_call_open_interest_ratio":0.9394957983193277,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-5.685800527211507,"all_expiration_max_pain":32,"net_gamma_exposure":15477.04045434988,"net_gamma_exposure_per_100k_open_interest":1341164.6840857782,"gamma_exposure_flip":34.78582738195887,"gamma_exposure_flip_distance_pct":-6.262929642055528,"call_wall":32,"call_wall_distance_pct":-13.769874767736233,"put_wall":32,"put_wall_distance_pct":-13.769874767736233,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":3440},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":37.11,"totalOi":2842,"analysisCoverage":0.9444,"avgIvPct":245.2,"ivRank":75.9,"iv52wHighPct":311.5,"iv52wLowPct":35.9,"frontDte":35,"termPremiumPp":8.3912,"riskReversalFrontPp":3.75,"riskReversal30dPp":3.75,"butterflyFrontPp":-13.55,"butterfly30dPp":-13.55,"putCallOiRatio":0.719,"putCallOiFrontRatio":1.815,"putCallVolumeFrontRatio":0,"optionVolume":86,"volumeOiRatio":0.03026,"netDeltaNormalized":0.188083,"dealerDeltaNormalized":-0.135007,"gexPer100kOi":1130623.152709,"vannaPer100kOi":1583.391977,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":84.1,"gammaFlipDistancePct":-4.634869,"maxPainDistancePct":-19.159256,"peakCallDistancePct":-5.685799,"peakPutDistancePct":7.787658},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GSG.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."}