{"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/LGN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/LGN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LGN.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":"LGN","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":43.529998779296875,"previous_close":45.29999923706055,"delta_neutral":42.493116424095454,"gamma_neutral":31.453248092684472,"gamma_max":56.50527667229399,"total_open_interest":2016,"previous_open_interest":3666,"listed_contracts":65,"listed_calls":45,"listed_puts":22,"gamma_max_distance_pct":29.807668864829445,"delta_neutral_distance_pct":-2.3819949098977875,"gamma_neutral_distance_pct":-27.74351257817213,"open_interest_change_1d_pct":-45.00818330605565,"call_open_interest":1577,"put_open_interest":439,"put_call_open_interest_ratio":0.2783766645529486,"nearest_expiration_max_pain":55,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":26.349647466928772,"all_expiration_max_pain":55,"net_gamma_exposure":56653.5088691768,"net_gamma_exposure_per_100k_open_interest":2810193.892320278,"gamma_exposure_flip":31.453248092684472,"gamma_exposure_flip_distance_pct":-27.74351257817213,"call_wall":55,"call_wall_distance_pct":26.349647466928772,"put_wall":55,"put_wall_distance_pct":26.349647466928772,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3080},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":43.53,"totalOi":3877,"analysisCoverage":0.9444,"avgIvPct":375.5,"ivRank":94.7,"iv52wHighPct":391.8,"iv52wLowPct":82.8,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":5.8,"riskReversal30dPp":5.8,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.174,"putCallOiFrontRatio":0.241,"putCallVolumeFrontRatio":0.125,"optionVolume":15,"volumeOiRatio":0.003869,"netDeltaNormalized":0.068068,"dealerDeltaNormalized":-0.068068,"gexPer100kOi":2034872.323962,"vannaPer100kOi":1470.208924,"charmPer100kOi":-85452.66959,"weekendDeltaShiftPer100kOi":-256383.801909,"ivSurfaceRangePp":19.2,"gammaFlipDistancePct":-17.849759,"maxPainDistancePct":3.376981,"peakCallDistancePct":3.376981,"peakPutDistancePct":-31.082012},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LGN.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."}