{"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/GXO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GXO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GXO.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":"GXO","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":47.18000030517578,"previous_close":46.54999923706055,"delta_neutral":42.69487373249818,"gamma_neutral":47.18000030517578,"gamma_max":51.41309155867474,"total_open_interest":70224,"previous_open_interest":85012,"listed_contracts":124,"listed_calls":95,"listed_puts":50,"gamma_max_distance_pct":8.972215400843437,"delta_neutral_distance_pct":-9.506414886957025,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-17.39519126711523,"call_open_interest":40721,"put_open_interest":29503,"put_call_open_interest_ratio":0.724515606198276,"nearest_expiration_max_pain":42.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-9.919457979872822,"all_expiration_max_pain":42.5,"net_gamma_exposure":4028267.396577369,"net_gamma_exposure_per_100k_open_interest":5736311.512556062,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":50,"call_wall_distance_pct":5.97710825897315,"put_wall":42.5,"put_wall_distance_pct":-9.919457979872822,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":763},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":47.18,"totalOi":85723,"analysisCoverage":1,"avgIvPct":298.6,"ivRank":93.4,"iv52wHighPct":316.2,"iv52wLowPct":48.2,"frontDte":35,"termPremiumPp":-0.0227,"riskReversalFrontPp":4.39,"riskReversal30dPp":4.39,"butterflyFrontPp":-2.26,"butterfly30dPp":-2.26,"putCallOiRatio":0.678,"putCallOiFrontRatio":0.968,"putCallVolumeFrontRatio":0.15,"optionVolume":228,"volumeOiRatio":0.00266,"netDeltaNormalized":0.1253,"dealerDeltaNormalized":-0.111204,"gexPer100kOi":2094058.525717,"vannaPer100kOi":2650.39721,"charmPer100kOi":-146283.961131,"weekendDeltaShiftPer100kOi":-438853.04994,"ivSurfaceRangePp":37.9,"gammaFlipDistancePct":-50.211954,"maxPainDistancePct":-9.919457,"peakCallDistancePct":0.678253,"peakPutDistancePct":-9.919457},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GXO.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."}