{"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/LIT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/LIT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LIT.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":"LIT","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":64.05000305175781,"previous_close":65.56999969482422,"delta_neutral":59.81078808854936,"gamma_neutral":39.90388607532719,"gamma_max":74.35402628203607,"total_open_interest":5172,"previous_open_interest":6860,"listed_contracts":146,"listed_calls":102,"listed_puts":71,"gamma_max_distance_pct":16.08746719645234,"delta_neutral_distance_pct":-6.618602281381329,"gamma_neutral_distance_pct":-37.69885374856035,"open_interest_change_1d_pct":-24.606413994169095,"call_open_interest":4262,"put_open_interest":910,"put_call_open_interest_ratio":0.21351478179258565,"nearest_expiration_max_pain":67,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":4.605771752826211,"all_expiration_max_pain":48,"net_gamma_exposure":222902.48715210866,"net_gamma_exposure_per_100k_open_interest":4309792.868370237,"gamma_exposure_flip":39.90388607532719,"gamma_exposure_flip_distance_pct":-37.69885374856035,"call_wall":75,"call_wall_distance_pct":17.096013156148743,"put_wall":65,"put_wall_distance_pct":1.4832114019955778,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2422},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":64.05,"totalOi":6840,"analysisCoverage":1,"avgIvPct":367.2,"ivRank":100,"iv52wHighPct":367.2,"iv52wLowPct":37.5,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":-26.58,"riskReversal30dPp":-26.58,"butterflyFrontPp":6.34,"butterfly30dPp":6.34,"putCallOiRatio":0.225,"putCallOiFrontRatio":0.806,"putCallVolumeFrontRatio":1,"optionVolume":878,"volumeOiRatio":0.128363,"netDeltaNormalized":0.133176,"dealerDeltaNormalized":-0.124629,"gexPer100kOi":3439082.163743,"vannaPer100kOi":2207.602339,"charmPer100kOi":5511.695906,"weekendDeltaShiftPer100kOi":16535.087719,"ivSurfaceRangePp":60.5,"gammaFlipDistancePct":-33.317721,"maxPainDistancePct":-14.129586,"peakCallDistancePct":9.289617,"peakPutDistancePct":-29.742389},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LIT.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."}