{"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/OLLI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OLLI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OLLI.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":"OLLI","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":93.18000030517578,"previous_close":95.55500030517578,"delta_neutral":69.22613551693183,"gamma_neutral":61.39927734331804,"gamma_max":87.82213173173145,"total_open_interest":36972,"previous_open_interest":38200,"listed_contracts":151,"listed_calls":98,"listed_puts":77,"gamma_max_distance_pct":-5.75001991403377,"delta_neutral_distance_pct":-25.70708811954512,"gamma_neutral_distance_pct":-34.10680710213783,"open_interest_change_1d_pct":-3.2146596858638743,"call_open_interest":29528,"put_open_interest":7444,"put_call_open_interest_ratio":0.2520997019777838,"nearest_expiration_max_pain":80,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-14.14466651857661,"all_expiration_max_pain":80,"net_gamma_exposure":5815180.5734744435,"net_gamma_exposure_per_100k_open_interest":15728606.982241815,"gamma_exposure_flip":61.39927734331804,"gamma_exposure_flip_distance_pct":-34.10680710213783,"call_wall":95,"call_wall_distance_pct":1.9532085091902764,"put_wall":90,"put_wall_distance_pct":-3.412749833398686,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1106},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":93.18,"totalOi":45485,"analysisCoverage":1,"avgIvPct":346.7,"ivRank":100,"iv52wHighPct":346.7,"iv52wLowPct":57.7,"frontDte":35,"termPremiumPp":-4.9301,"riskReversalFrontPp":1.52,"riskReversal30dPp":1.52,"butterflyFrontPp":2.85,"butterfly30dPp":2.85,"putCallOiRatio":0.324,"putCallOiFrontRatio":0.01,"putCallVolumeFrontRatio":0.594,"optionVolume":105,"volumeOiRatio":0.002308,"netDeltaNormalized":0.388389,"dealerDeltaNormalized":-0.374854,"gexPer100kOi":11881862.394196,"vannaPer100kOi":-406.727493,"charmPer100kOi":-2400888.204903,"weekendDeltaShiftPer100kOi":-7202664.614708,"ivSurfaceRangePp":11.7,"gammaFlipDistancePct":-17.07448,"maxPainDistancePct":-14.144666,"peakCallDistancePct":1.953209,"peakPutDistancePct":-14.144666},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OLLI.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."}