{"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/ORA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ORA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ORA.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":"ORA","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":89.30999755859375,"previous_close":89.54000091552734,"delta_neutral":116.04651973887012,"gamma_neutral":134.05355103020355,"gamma_max":158.73091321834053,"total_open_interest":19542,"previous_open_interest":20162,"listed_contracts":111,"listed_calls":67,"listed_puts":48,"gamma_max_distance_pct":77.73028502682658,"delta_neutral_distance_pct":29.936762860994698,"gamma_neutral_distance_pct":50.09915428813535,"open_interest_change_1d_pct":-3.0750917567701617,"call_open_interest":6292,"put_open_interest":13250,"put_call_open_interest_ratio":2.105848696757788,"nearest_expiration_max_pain":90,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":0.7725926103105747,"all_expiration_max_pain":105,"net_gamma_exposure":-1597498.5312945354,"net_gamma_exposure_per_100k_open_interest":-8174693.129129749,"gamma_exposure_flip":134.05355103020355,"gamma_exposure_flip_distance_pct":50.09915428813535,"call_wall":140,"call_wall_distance_pct":56.757366282705334,"put_wall":105,"put_wall_distance_pct":17.568024712029004,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1480},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":89.31,"totalOi":20172,"analysisCoverage":0.9444,"avgIvPct":191.1,"ivRank":100,"iv52wHighPct":191.1,"iv52wLowPct":45.1,"frontDte":35,"termPremiumPp":5.736,"riskReversalFrontPp":-0.13,"riskReversal30dPp":-0.13,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2.018,"putCallOiFrontRatio":0.888,"putCallVolumeFrontRatio":0.455,"optionVolume":63,"volumeOiRatio":0.003123,"netDeltaNormalized":-0.383091,"dealerDeltaNormalized":0.383073,"gexPer100kOi":-7838584.473528,"vannaPer100kOi":-1437.636328,"charmPer100kOi":2136.625025,"weekendDeltaShiftPer100kOi":6404.917708,"ivSurfaceRangePp":24.6,"gammaFlipDistancePct":null,"maxPainDistancePct":17.568021,"peakCallDistancePct":11.969544,"peakPutDistancePct":0.77259},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ORA.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."}