{"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/GSK","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GSK.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GSK.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":"GSK","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":49.5099983215332,"previous_close":49.02000045776367,"delta_neutral":46.2096542163181,"gamma_neutral":43.24514983181001,"gamma_max":50.010879686433256,"total_open_interest":58639,"previous_open_interest":62993,"listed_contracts":242,"listed_calls":143,"listed_puts":118,"gamma_max_distance_pct":1.0116772003246188,"delta_neutral_distance_pct":-6.6660153849766886,"gamma_neutral_distance_pct":-12.653703700487592,"open_interest_change_1d_pct":-6.91187909767752,"call_open_interest":36436,"put_open_interest":22203,"put_call_open_interest_ratio":0.6093698539905588,"nearest_expiration_max_pain":47,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":-5.069679674057954,"all_expiration_max_pain":47,"net_gamma_exposure":3760549.8242436615,"net_gamma_exposure_per_100k_open_interest":6413052.446739647,"gamma_exposure_flip":43.24514983181001,"gamma_exposure_flip_distance_pct":-12.653703700487592,"call_wall":50,"call_wall_distance_pct":0.9897024744064317,"put_wall":50,"put_wall_distance_pct":0.9897024744064317,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":849},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":49.51,"totalOi":63807,"analysisCoverage":1,"avgIvPct":191.7,"ivRank":100,"iv52wHighPct":191.7,"iv52wLowPct":38.8,"frontDte":7,"termPremiumPp":2.1904,"riskReversalFrontPp":4.07,"riskReversal30dPp":4.97,"butterflyFrontPp":8.58,"butterfly30dPp":-5.18,"putCallOiRatio":0.587,"putCallOiFrontRatio":0.129,"putCallVolumeFrontRatio":0.524,"optionVolume":2702,"volumeOiRatio":0.042346,"netDeltaNormalized":0.164979,"dealerDeltaNormalized":-0.159867,"gexPer100kOi":4744748.930368,"vannaPer100kOi":2369.645964,"charmPer100kOi":-718921.121507,"weekendDeltaShiftPer100kOi":-2156764.931747,"ivSurfaceRangePp":107.7,"gammaFlipDistancePct":-5.8776,"maxPainDistancePct":-5.069683,"peakCallDistancePct":-3.049889,"peakPutDistancePct":-9.109271},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GSK.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."}