{"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/OTLY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OTLY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OTLY.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":"OTLY","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":11.25,"previous_close":11.170000076293945,"delta_neutral":10.673256322875195,"gamma_neutral":10.680561900208996,"gamma_max":15.346752503004957,"total_open_interest":2859,"previous_open_interest":2957,"listed_contracts":62,"listed_calls":39,"listed_puts":28,"gamma_max_distance_pct":36.41557780448851,"delta_neutral_distance_pct":-5.1266104633315965,"gamma_neutral_distance_pct":-5.0616719981422555,"open_interest_change_1d_pct":-3.314169766655394,"call_open_interest":1276,"put_open_interest":1583,"put_call_open_interest_ratio":1.2405956112852665,"nearest_expiration_max_pain":12,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":6.666666666666667,"all_expiration_max_pain":12,"net_gamma_exposure":6704.473628218836,"net_gamma_exposure_per_100k_open_interest":234504.14929062035,"gamma_exposure_flip":10.680561900208996,"gamma_exposure_flip_distance_pct":-5.0616719981422555,"call_wall":15,"call_wall_distance_pct":33.33333333333333,"put_wall":10,"put_wall_distance_pct":-11.11111111111111,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":2835},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":11.25,"totalOi":2983,"analysisCoverage":0.8889,"avgIvPct":1012.5,"ivRank":63.3,"iv52wHighPct":1548.8,"iv52wLowPct":88.7,"frontDte":35,"termPremiumPp":-7.332,"riskReversalFrontPp":41.69,"riskReversal30dPp":41.69,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.148,"putCallOiFrontRatio":1.566,"putCallVolumeFrontRatio":0.111,"optionVolume":28,"volumeOiRatio":0.009387,"netDeltaNormalized":0.048531,"dealerDeltaNormalized":-0.048498,"gexPer100kOi":75942.004693,"vannaPer100kOi":3788.132752,"charmPer100kOi":17163.928931,"weekendDeltaShiftPer100kOi":51491.786792,"ivSurfaceRangePp":49.2,"gammaFlipDistancePct":53.511111,"maxPainDistancePct":6.666667,"peakCallDistancePct":-2.222222,"peakPutDistancePct":33.333333},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OTLY.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."}