{"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/LEA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/LEA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LEA.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":"LEA","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":120.01000213623047,"previous_close":121.48999786376953,"delta_neutral":117.42376022777336,"gamma_neutral":111.02790724145993,"gamma_max":141.72486877607616,"total_open_interest":749,"previous_open_interest":934,"listed_contracts":85,"listed_calls":52,"listed_puts":35,"gamma_max_distance_pct":18.09421402659077,"delta_neutral_distance_pct":-2.155021966853492,"gamma_neutral_distance_pct":-7.484455241134344,"open_interest_change_1d_pct":-19.80728051391863,"call_open_interest":480,"put_open_interest":269,"put_call_open_interest_ratio":0.5604166666666667,"nearest_expiration_max_pain":120,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-0.008334418842118453,"all_expiration_max_pain":125,"net_gamma_exposure":26150.015334109612,"net_gamma_exposure_per_100k_open_interest":3491323.809627452,"gamma_exposure_flip":111.02790724145993,"gamma_exposure_flip_distance_pct":-7.484455241134344,"call_wall":160,"call_wall_distance_pct":33.322220774877174,"put_wall":115,"put_wall_distance_pct":-4.17465381805703,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3715},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":120.01,"totalOi":951,"analysisCoverage":0.8333,"avgIvPct":189.1,"ivRank":100,"iv52wHighPct":189.1,"iv52wLowPct":41.4,"frontDte":35,"termPremiumPp":5.8981,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.454,"putCallOiFrontRatio":0.401,"putCallVolumeFrontRatio":0,"optionVolume":6,"volumeOiRatio":0.006309,"netDeltaNormalized":0.074415,"dealerDeltaNormalized":-0.074259,"gexPer100kOi":17916954.784437,"vannaPer100kOi":841.219769,"charmPer100kOi":-125341.745531,"weekendDeltaShiftPer100kOi":-376130.389064,"ivSurfaceRangePp":45.7,"gammaFlipDistancePct":-2.991417,"maxPainDistancePct":-0.008333,"peakCallDistancePct":-0.008333,"peakPutDistancePct":8.324306},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LEA.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."}