{"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/KEY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/KEY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/KEY.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":"KEY","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":19.989999771118164,"previous_close":19.940000534057617,"delta_neutral":19.23090537409808,"gamma_neutral":19.59861959203424,"gamma_max":23.195831511426867,"total_open_interest":95020,"previous_open_interest":106362,"listed_contracts":170,"listed_calls":106,"listed_puts":85,"gamma_max_distance_pct":16.037177473811354,"delta_neutral_distance_pct":-3.7973707139148436,"gamma_neutral_distance_pct":-1.9578798577546563,"open_interest_change_1d_pct":-10.663582858539703,"call_open_interest":54383,"put_open_interest":40637,"put_call_open_interest_ratio":0.7472371880918669,"nearest_expiration_max_pain":21,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":5.05252746596375,"all_expiration_max_pain":20,"net_gamma_exposure":782344.4071969871,"net_gamma_exposure_per_100k_open_interest":823347.0923984288,"gamma_exposure_flip":19.59861959203424,"gamma_exposure_flip_distance_pct":-1.9578798577546563,"call_wall":22,"call_wall_distance_pct":10.055028773866786,"put_wall":20,"put_wall_distance_pct":0.050026158060714,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":633},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":19.99,"totalOi":106596,"analysisCoverage":1,"avgIvPct":337,"ivRank":58.2,"iv52wHighPct":553.5,"iv52wLowPct":35.4,"frontDte":35,"termPremiumPp":-0.1565,"riskReversalFrontPp":3.31,"riskReversal30dPp":3.31,"butterflyFrontPp":1,"butterfly30dPp":1,"putCallOiRatio":0.668,"putCallOiFrontRatio":0.425,"putCallVolumeFrontRatio":0.366,"optionVolume":7536,"volumeOiRatio":0.070697,"netDeltaNormalized":0.093945,"dealerDeltaNormalized":-0.093538,"gexPer100kOi":339876.533829,"vannaPer100kOi":3675.560059,"charmPer100kOi":-77435.363428,"weekendDeltaShiftPer100kOi":-232307.028406,"ivSurfaceRangePp":144.6,"gammaFlipDistancePct":21.210605,"maxPainDistancePct":0.050025,"peakCallDistancePct":10.055028,"peakPutDistancePct":0.050025},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/KEY.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."}