{"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/MORT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/MORT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/MORT.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":"MORT","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":7.679999828338623,"previous_close":7.789999961853027,"delta_neutral":6.960956001469106,"gamma_neutral":1.1303701025436472,"gamma_max":7.919005664765548,"total_open_interest":2869,"previous_open_interest":4320,"listed_contracts":24,"listed_calls":13,"listed_puts":15,"gamma_max_distance_pct":3.112055231368771,"delta_neutral_distance_pct":-9.362550038299469,"gamma_neutral_distance_pct":-85.28163896081526,"open_interest_change_1d_pct":-33.58796296296296,"call_open_interest":2361,"put_open_interest":508,"put_call_open_interest_ratio":0.21516306649724692,"nearest_expiration_max_pain":8,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":4.166668994973155,"all_expiration_max_pain":8,"net_gamma_exposure":398952.527336858,"net_gamma_exposure_per_100k_open_interest":13905630.091908608,"gamma_exposure_flip":1.1303701025436472,"gamma_exposure_flip_distance_pct":-85.28163896081526,"call_wall":8,"call_wall_distance_pct":4.166668994973155,"put_wall":9,"put_wall_distance_pct":17.187502619344798,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2832},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":7.68,"totalOi":4447,"analysisCoverage":0.9444,"avgIvPct":1715.4,"ivRank":100,"iv52wHighPct":1715.4,"iv52wLowPct":77.4,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":9.87,"riskReversal30dPp":9.87,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.243,"putCallOiFrontRatio":0.063,"putCallVolumeFrontRatio":0.05,"optionVolume":32,"volumeOiRatio":0.007196,"netDeltaNormalized":0.204466,"dealerDeltaNormalized":-0.204466,"gexPer100kOi":781315.943333,"vannaPer100kOi":1416.685406,"charmPer100kOi":-206970.99168,"weekendDeltaShiftPer100kOi":-620912.975039,"ivSurfaceRangePp":76.2,"gammaFlipDistancePct":-8.072917,"maxPainDistancePct":4.166667,"peakCallDistancePct":43.229167,"peakPutDistancePct":-8.854167},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/MORT.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."}