{"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/OCSL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OCSL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OCSL.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":"OCSL","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":11.569999694824219,"previous_close":11.779999732971191,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":3518,"previous_open_interest":3581,"listed_contracts":18,"listed_calls":18,"listed_puts":9,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":-1.7592851158894165,"call_open_interest":1308,"put_open_interest":2210,"put_call_open_interest_ratio":1.6896024464831805,"nearest_expiration_max_pain":12.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":8.038032236006128,"all_expiration_max_pain":12.5,"net_gamma_exposure":22434.604900360886,"net_gamma_exposure_per_100k_open_interest":637709.0648198092,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":12.5,"call_wall_distance_pct":8.038032236006128,"put_wall":10,"put_wall_distance_pct":-13.569574211195098,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2685},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":11.57,"totalOi":3580,"analysisCoverage":0.8333,"avgIvPct":324.2,"ivRank":100,"iv52wHighPct":324.2,"iv52wLowPct":67.85,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":136.47,"riskReversal30dPp":136.47,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.625,"putCallOiFrontRatio":1.977,"putCallVolumeFrontRatio":0,"optionVolume":4,"volumeOiRatio":0.001117,"netDeltaNormalized":-0.13266,"dealerDeltaNormalized":0.132475,"gexPer100kOi":-1525887.988827,"vannaPer100kOi":-2290.502793,"charmPer100kOi":-1544022.346369,"weekendDeltaShiftPer100kOi":-4632067.039106,"ivSurfaceRangePp":35.3,"gammaFlipDistancePct":null,"maxPainDistancePct":8.038029,"peakCallDistancePct":null,"peakPutDistancePct":8.038029},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OCSL.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."}