{"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/L","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/L.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/L.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":"L","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":110.5199966430664,"previous_close":108.79000091552734,"delta_neutral":109.97017022756353,"gamma_neutral":110.5199966430664,"gamma_max":123.45785091193373,"total_open_interest":1134,"previous_open_interest":1543,"listed_contracts":46,"listed_calls":23,"listed_puts":25,"gamma_max_distance_pct":11.7063469614926,"delta_neutral_distance_pct":-0.49749043811373633,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-26.50680492546986,"call_open_interest":476,"put_open_interest":658,"put_call_open_interest_ratio":1.3823529411764706,"nearest_expiration_max_pain":105,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-4.994568232655397,"all_expiration_max_pain":105,"net_gamma_exposure":-15965.594987248567,"net_gamma_exposure_per_100k_open_interest":-1407900.7925263287,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":120,"call_wall_distance_pct":8.57763630553669,"put_wall":105,"put_wall_distance_pct":-4.994568232655397,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3456},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":110.52,"totalOi":1547,"analysisCoverage":0.9444,"avgIvPct":168.6,"ivRank":100,"iv52wHighPct":168.6,"iv52wLowPct":27.9,"frontDte":35,"termPremiumPp":-0.7495,"riskReversalFrontPp":7.72,"riskReversal30dPp":7.72,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.809,"putCallOiFrontRatio":0.395,"putCallVolumeFrontRatio":0,"optionVolume":116,"volumeOiRatio":0.074984,"netDeltaNormalized":0.024814,"dealerDeltaNormalized":-0.018559,"gexPer100kOi":-423500.323206,"vannaPer100kOi":3619.909502,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":22.8,"gammaFlipDistancePct":null,"maxPainDistancePct":-4.994571,"peakCallDistancePct":-0.470503,"peakPutDistancePct":-14.042707},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/L.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."}