{"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/ORN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ORN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ORN.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":"ORN","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":8.520000457763672,"previous_close":8.770000457763672,"delta_neutral":6.969698114941547,"gamma_neutral":4.0476252774104875,"gamma_max":7.926274459739225,"total_open_interest":747,"previous_open_interest":787,"listed_contracts":22,"listed_calls":17,"listed_puts":7,"gamma_max_distance_pct":-6.968614625876303,"delta_neutral_distance_pct":-18.196035909944634,"gamma_neutral_distance_pct":-52.492663615737555,"open_interest_change_1d_pct":-5.082592121982211,"call_open_interest":546,"put_open_interest":201,"put_call_open_interest_ratio":0.36813186813186816,"nearest_expiration_max_pain":7.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-11.971835715504191,"all_expiration_max_pain":7.5,"net_gamma_exposure":23946.31640043395,"net_gamma_exposure_per_100k_open_interest":3205664.8461089623,"gamma_exposure_flip":4.0476252774104875,"gamma_exposure_flip_distance_pct":-52.492663615737555,"call_wall":15,"call_wall_distance_pct":76.05632856899162,"put_wall":10,"put_wall_distance_pct":17.370885712661078,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3717},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":8.52,"totalOi":828,"analysisCoverage":0.6667,"avgIvPct":370.2,"ivRank":100,"iv52wHighPct":370.2,"iv52wLowPct":79.3,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.323,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":6,"volumeOiRatio":0.007246,"netDeltaNormalized":0.176171,"dealerDeltaNormalized":-0.176171,"gexPer100kOi":306318.84058,"vannaPer100kOi":3381.642512,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":39.7,"gammaFlipDistancePct":null,"maxPainDistancePct":-11.971831,"peakCallDistancePct":17.370892,"peakPutDistancePct":17.370892},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ORN.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."}