{"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/LION","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/LION.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LION.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":"LION","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":10.699999809265137,"previous_close":11.020000457763672,"delta_neutral":5.7188030243743935,"gamma_neutral":10.699999809265137,"gamma_max":11.56787375800589,"total_open_interest":84841,"previous_open_interest":91535,"listed_contracts":96,"listed_calls":81,"listed_puts":35,"gamma_max_distance_pct":8.11097162814209,"delta_neutral_distance_pct":-46.55324181013089,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-7.313049653138144,"call_open_interest":78795,"put_open_interest":6046,"put_call_open_interest_ratio":0.07673075702773019,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-6.5420544088141614,"all_expiration_max_pain":9,"net_gamma_exposure":7535096.504635205,"net_gamma_exposure_per_100k_open_interest":8881432.92115275,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":12,"call_wall_distance_pct":12.149534709423007,"put_wall":9,"put_wall_distance_pct":-15.887848967932744,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":673},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":10.7,"totalOi":92108,"analysisCoverage":0.9444,"avgIvPct":500.1,"ivRank":100,"iv52wHighPct":500.1,"iv52wLowPct":82.8,"frontDte":35,"termPremiumPp":3.4157,"riskReversalFrontPp":-53.93,"riskReversal30dPp":-53.93,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.098,"putCallOiFrontRatio":0.012,"putCallVolumeFrontRatio":0.048,"optionVolume":294,"volumeOiRatio":0.003192,"netDeltaNormalized":0.301088,"dealerDeltaNormalized":-0.301065,"gexPer100kOi":895201.166022,"vannaPer100kOi":2769.574847,"charmPer100kOi":-191968.124376,"weekendDeltaShiftPer100kOi":-575903.287445,"ivSurfaceRangePp":115.3,"gammaFlipDistancePct":-14.018692,"maxPainDistancePct":-15.88785,"peakCallDistancePct":2.803738,"peakPutDistancePct":21.495327},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LION.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."}