{"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/OR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OR.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":"OR","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":35.54999923706055,"previous_close":35.15999984741211,"delta_neutral":32.142846135517104,"gamma_neutral":28.009767064549813,"gamma_max":37.64676758101627,"total_open_interest":8001,"previous_open_interest":18611,"listed_contracts":33,"listed_calls":23,"listed_puts":17,"gamma_max_distance_pct":5.898082669351682,"delta_neutral_distance_pct":-9.58411582184091,"gamma_neutral_distance_pct":-21.21021753679846,"open_interest_change_1d_pct":-57.009295577884046,"call_open_interest":5430,"put_open_interest":2571,"put_call_open_interest_ratio":0.4734806629834254,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-1.5471146240902804,"all_expiration_max_pain":35,"net_gamma_exposure":553684.47964069,"net_gamma_exposure_per_100k_open_interest":6920190.97163717,"gamma_exposure_flip":28.009767064549813,"gamma_exposure_flip_distance_pct":-21.21021753679846,"call_wall":35,"call_wall_distance_pct":-1.5471146240902804,"put_wall":40,"put_wall_distance_pct":12.517583286753965,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":2130},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":35.55,"totalOi":18634,"analysisCoverage":0.9444,"avgIvPct":883.6,"ivRank":100,"iv52wHighPct":883.6,"iv52wLowPct":62.7,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":-2.96,"riskReversal30dPp":-2.96,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.039,"putCallOiFrontRatio":0.137,"putCallVolumeFrontRatio":2.327,"optionVolume":1616,"volumeOiRatio":0.086723,"netDeltaNormalized":0.087127,"dealerDeltaNormalized":-0.085491,"gexPer100kOi":-10126141.730171,"vannaPer100kOi":1105.506064,"charmPer100kOi":-94053.880004,"weekendDeltaShiftPer100kOi":-282156.273479,"ivSurfaceRangePp":15.5,"gammaFlipDistancePct":null,"maxPainDistancePct":-1.547117,"peakCallDistancePct":12.517581,"peakPutDistancePct":-1.547117},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OR.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."}