{"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/LEUX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/LEUX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LEUX.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":"LEUX","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":4.631499767303467,"previous_close":5.71999979019165,"delta_neutral":4.801519163063378,"gamma_neutral":2.5251934279970434,"gamma_max":6.660510824121039,"total_open_interest":921,"previous_open_interest":2093,"listed_contracts":55,"listed_calls":39,"listed_puts":25,"gamma_max_distance_pct":43.8089422165489,"delta_neutral_distance_pct":3.670936074750123,"gamma_neutral_distance_pct":-45.47784616499611,"open_interest_change_1d_pct":-55.99617773530817,"call_open_interest":514,"put_open_interest":407,"put_call_open_interest_ratio":0.791828793774319,"nearest_expiration_max_pain":6,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":29.54766925300519,"all_expiration_max_pain":9,"net_gamma_exposure":7722.251464603215,"net_gamma_exposure_per_100k_open_interest":838463.7855160928,"gamma_exposure_flip":2.5251934279970434,"gamma_exposure_flip_distance_pct":-45.47784616499611,"call_wall":10,"call_wall_distance_pct":115.91278208834197,"put_wall":5,"put_wall_distance_pct":7.956391044170988,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"below","open_interest_rank":3599},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":4.63,"totalOi":2184,"analysisCoverage":0.8333,"avgIvPct":968.5,"ivRank":100,"iv52wHighPct":968.5,"iv52wLowPct":155.1,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":-59.44,"riskReversal30dPp":-59.44,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.311,"putCallOiFrontRatio":0.311,"putCallVolumeFrontRatio":2,"optionVolume":34,"volumeOiRatio":0.015568,"netDeltaNormalized":0.008122,"dealerDeltaNormalized":-0.008118,"gexPer100kOi":118351.190476,"vannaPer100kOi":412.087912,"charmPer100kOi":-13232.600733,"weekendDeltaShiftPer100kOi":-39743.589744,"ivSurfaceRangePp":33.5,"gammaFlipDistancePct":-63.930886,"maxPainDistancePct":72.786177,"peakCallDistancePct":72.786177,"peakPutDistancePct":-13.606911},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LEUX.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."}