{"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/OEX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OEX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OEX.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":"OEX","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":3807.60009765625,"previous_close":3855.18994140625,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":16,"previous_open_interest":54,"listed_contracts":3,"listed_calls":4,"listed_puts":2,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":-70.37037037037037,"call_open_interest":10,"put_open_interest":6,"put_call_open_interest_ratio":0.6,"nearest_expiration_max_pain":3700,"nearest_expiration_max_pain_expiry":"2026-12-18","nearest_expiration_max_pain_distance_pct":-2.825929585475185,"all_expiration_max_pain":3700,"net_gamma_exposure":87.92657527704011,"net_gamma_exposure_per_100k_open_interest":549541.0954815007,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":3800,"call_wall_distance_pct":-0.19960335805559526,"put_wall":3700,"put_wall_distance_pct":-2.825929585475185,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":5201},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.6111,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":3807.6,"totalOi":55,"analysisCoverage":0.6111,"avgIvPct":165.9,"ivRank":94.6,"iv52wHighPct":175.2,"iv52wLowPct":2.7,"frontDte":63,"termPremiumPp":0,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.774,"putCallOiFrontRatio":0.833,"putCallVolumeFrontRatio":0,"optionVolume":5,"volumeOiRatio":0.090909,"netDeltaNormalized":0.082778,"dealerDeltaNormalized":-0.081091,"gexPer100kOi":-10574200,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":null,"gammaFlipDistancePct":null,"maxPainDistancePct":-2.825927,"peakCallDistancePct":null,"peakPutDistancePct":0.588297},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OEX.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."}