{"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/LEU","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/LEU.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LEU.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":"LEU","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":114.94000244140625,"previous_close":127.01000213623047,"delta_neutral":139.1388648861652,"gamma_neutral":144.1799112935742,"gamma_max":217.760836870466,"total_open_interest":43552,"previous_open_interest":57565,"listed_contracts":530,"listed_calls":322,"listed_puts":227,"gamma_max_distance_pct":89.45609208723954,"delta_neutral_distance_pct":21.053473056166826,"gamma_neutral_distance_pct":25.43927982520601,"open_interest_change_1d_pct":-24.34291670285764,"call_open_interest":25572,"put_open_interest":17980,"put_call_open_interest_ratio":0.7031127796026905,"nearest_expiration_max_pain":150,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":30.5028682911909,"all_expiration_max_pain":160,"net_gamma_exposure":-557779.6433486807,"net_gamma_exposure_per_100k_open_interest":-1280721.0767557877,"gamma_exposure_flip":144.1799112935742,"gamma_exposure_flip_distance_pct":25.43927982520601,"call_wall":150,"call_wall_distance_pct":30.5028682911909,"put_wall":130,"put_wall_distance_pct":13.102485852365445,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":996},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":114.94,"totalOi":58794,"analysisCoverage":1,"avgIvPct":306.9,"ivRank":100,"iv52wHighPct":306.9,"iv52wLowPct":83.8,"frontDte":35,"termPremiumPp":5.6498,"riskReversalFrontPp":-1.06,"riskReversal30dPp":-1.06,"butterflyFrontPp":-2.71,"butterfly30dPp":-2.71,"putCallOiRatio":0.606,"putCallOiFrontRatio":1.783,"putCallVolumeFrontRatio":0.847,"optionVolume":5048,"volumeOiRatio":0.085859,"netDeltaNormalized":-0.109176,"dealerDeltaNormalized":0.109041,"gexPer100kOi":-3760107.000714,"vannaPer100kOi":2275.742423,"charmPer100kOi":325812.157703,"weekendDeltaShiftPer100kOi":977438.173963,"ivSurfaceRangePp":11.3,"gammaFlipDistancePct":null,"maxPainDistancePct":26.152775,"peakCallDistancePct":108.804594,"peakPutDistancePct":0.052201},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LEU.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."}