{"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/OMER","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OMER.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OMER.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":"OMER","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":16.200000762939453,"previous_close":18.790000915527344,"delta_neutral":14.676724670164425,"gamma_neutral":11.97710868720161,"gamma_max":18.588111462762015,"total_open_interest":54869,"previous_open_interest":62335,"listed_contracts":183,"listed_calls":139,"listed_puts":99,"gamma_max_distance_pct":14.74142337873103,"delta_neutral_distance_pct":-9.402938401458648,"gamma_neutral_distance_pct":-26.067233807781676,"open_interest_change_1d_pct":-11.97721986043154,"call_open_interest":34111,"put_open_interest":20758,"put_call_open_interest_ratio":0.6085426988361525,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-7.4074117680579405,"all_expiration_max_pain":10,"net_gamma_exposure":1034337.2465924761,"net_gamma_exposure_per_100k_open_interest":1885103.1485765663,"gamma_exposure_flip":11.97710868720161,"gamma_exposure_flip_distance_pct":-26.067233807781676,"call_wall":20,"call_wall_distance_pct":23.45678430925608,"put_wall":10,"put_wall_distance_pct":-38.27160784537196,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":885},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":16.2,"totalOi":65169,"analysisCoverage":1,"avgIvPct":571.6,"ivRank":100,"iv52wHighPct":571.6,"iv52wLowPct":85.5,"frontDte":35,"termPremiumPp":11.0193,"riskReversalFrontPp":8.77,"riskReversal30dPp":8.77,"butterflyFrontPp":-4.5,"butterfly30dPp":-4.5,"putCallOiRatio":0.575,"putCallOiFrontRatio":0.321,"putCallVolumeFrontRatio":0.285,"optionVolume":6994,"volumeOiRatio":0.107321,"netDeltaNormalized":0.210375,"dealerDeltaNormalized":-0.20715,"gexPer100kOi":253012.920253,"vannaPer100kOi":2906.2898,"charmPer100kOi":-118975.279658,"weekendDeltaShiftPer100kOi":-356927.373444,"ivSurfaceRangePp":81.5,"gammaFlipDistancePct":-7.654321,"maxPainDistancePct":-25.925926,"peakCallDistancePct":23.45679,"peakPutDistancePct":11.111111},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OMER.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."}