{"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/LOCO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/LOCO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LOCO.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":"LOCO","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":16.34000015258789,"previous_close":16.31999969482422,"delta_neutral":14.468984493807246,"gamma_neutral":12.245782880884857,"gamma_max":16.05273421625927,"total_open_interest":376,"previous_open_interest":359,"listed_contracts":32,"listed_calls":22,"listed_puts":13,"gamma_max_distance_pct":-1.7580534494861868,"delta_neutral_distance_pct":-11.450524120615244,"gamma_neutral_distance_pct":-25.056409017564185,"open_interest_change_1d_pct":4.735376044568245,"call_open_interest":222,"put_open_interest":154,"put_call_open_interest_ratio":0.6936936936936937,"nearest_expiration_max_pain":14,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-14.32068623461602,"all_expiration_max_pain":15,"net_gamma_exposure":22673.92784292973,"net_gamma_exposure_per_100k_open_interest":6030299.9582259925,"gamma_exposure_flip":12.245782880884857,"gamma_exposure_flip_distance_pct":-25.056409017564185,"call_wall":16,"call_wall_distance_pct":-2.080784268132594,"put_wall":16,"put_wall_distance_pct":-2.080784268132594,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4091},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.7222,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":16.34,"totalOi":388,"analysisCoverage":0.7222,"avgIvPct":159.1,"ivRank":100,"iv52wHighPct":159.1,"iv52wLowPct":51.8,"frontDte":35,"termPremiumPp":7.2038,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.687,"putCallOiFrontRatio":0.176,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.002577,"netDeltaNormalized":0.259036,"dealerDeltaNormalized":-0.256366,"gexPer100kOi":1259525.773196,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":41.7,"gammaFlipDistancePct":-11.077111,"maxPainDistancePct":-8.200734,"peakCallDistancePct":4.039168,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LOCO.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."}