{"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/LYEL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/LYEL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LYEL.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":"LYEL","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":8.119999885559082,"previous_close":8.1899995803833,"delta_neutral":4.722468696258073,"gamma_neutral":8.119999885559082,"gamma_max":8,"total_open_interest":995,"previous_open_interest":3337,"listed_contracts":44,"listed_calls":35,"listed_puts":14,"gamma_max_distance_pct":-1.477831123772482,"delta_neutral_distance_pct":-41.841517699320526,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-70.1827989211867,"call_open_interest":479,"put_open_interest":516,"put_call_open_interest_ratio":1.0772442588726514,"nearest_expiration_max_pain":8,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-1.477831123772482,"all_expiration_max_pain":12,"net_gamma_exposure":4864.371844298621,"net_gamma_exposure_per_100k_open_interest":488881.5923918212,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":21,"call_wall_distance_pct":158.62069330009723,"put_wall":11,"put_wall_distance_pct":35.467982204812834,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3555},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":8.12,"totalOi":3337,"analysisCoverage":0.8889,"avgIvPct":4209.7,"ivRank":57,"iv52wHighPct":7268.9,"iv52wLowPct":160.79,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":-192.64,"riskReversal30dPp":-192.64,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":4.087,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":2002,"volumeOiRatio":0.59994,"netDeltaNormalized":-0.632724,"dealerDeltaNormalized":0.632724,"gexPer100kOi":-56201.678154,"vannaPer100kOi":-809.109979,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":0,"gammaFlipDistancePct":null,"maxPainDistancePct":60.098522,"peakCallDistancePct":-1.477833,"peakPutDistancePct":10.837438},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LYEL.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."}