{"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/OTIS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OTIS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OTIS.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":"OTIS","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":71.33000183105469,"previous_close":70.4000015258789,"delta_neutral":62.69481718023762,"gamma_neutral":43.17152943391914,"gamma_max":71.0736362489382,"total_open_interest":21261,"previous_open_interest":25495,"listed_contracts":77,"listed_calls":43,"listed_puts":40,"gamma_max_distance_pct":-0.3594077884978747,"delta_neutral_distance_pct":-12.105964431726115,"gamma_neutral_distance_pct":-39.47633769003535,"open_interest_change_1d_pct":-16.607177878015296,"call_open_interest":14774,"put_open_interest":6487,"put_call_open_interest_ratio":0.4390821713821578,"nearest_expiration_max_pain":67.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-5.36941221468921,"all_expiration_max_pain":67.5,"net_gamma_exposure":1926139.330182749,"net_gamma_exposure_per_100k_open_interest":9059495.46203259,"gamma_exposure_flip":43.17152943391914,"gamma_exposure_flip_distance_pct":-39.47633769003535,"call_wall":67.5,"call_wall_distance_pct":-5.36941221468921,"put_wall":70,"put_wall_distance_pct":-1.8645756300480696,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":1418},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":71.33,"totalOi":25459,"analysisCoverage":1,"avgIvPct":224.3,"ivRank":100,"iv52wHighPct":224.3,"iv52wLowPct":29.1,"frontDte":35,"termPremiumPp":1.1039,"riskReversalFrontPp":7.95,"riskReversal30dPp":7.95,"butterflyFrontPp":-3.57,"butterfly30dPp":-3.57,"putCallOiRatio":0.463,"putCallOiFrontRatio":0.563,"putCallVolumeFrontRatio":2.143,"optionVolume":583,"volumeOiRatio":0.0229,"netDeltaNormalized":0.293424,"dealerDeltaNormalized":-0.287661,"gexPer100kOi":11511250.599002,"vannaPer100kOi":-1382.615185,"charmPer100kOi":-113295.887505,"weekendDeltaShiftPer100kOi":-339883.734632,"ivSurfaceRangePp":61.4,"gammaFlipDistancePct":-7.051731,"maxPainDistancePct":-5.36941,"peakCallDistancePct":1.640264,"peakPutDistancePct":-8.874246},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OTIS.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."}