{"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/QQQE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/QQQE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/QQQE.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":"QQQE","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":117.0999984741211,"previous_close":119.5999984741211,"delta_neutral":93.7685622237977,"gamma_neutral":51.64288521585152,"gamma_max":101.67503837339486,"total_open_interest":2186,"previous_open_interest":2229,"listed_contracts":90,"listed_calls":64,"listed_puts":38,"gamma_max_distance_pct":-13.17246823375077,"delta_neutral_distance_pct":-19.92436938885153,"gamma_neutral_distance_pct":-55.89847490282887,"open_interest_change_1d_pct":-1.9291161956034097,"call_open_interest":1888,"put_open_interest":298,"put_call_open_interest_ratio":0.15783898305084745,"nearest_expiration_max_pain":115,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-1.793337746785018,"all_expiration_max_pain":80,"net_gamma_exposure":80793.51979822463,"net_gamma_exposure_per_100k_open_interest":3695952.4152893247,"gamma_exposure_flip":51.64288521585152,"gamma_exposure_flip_distance_pct":-55.89847490282887,"call_wall":95,"call_wall_distance_pct":-18.872757269083277,"put_wall":120,"put_wall_distance_pct":2.4765171337895464,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3034},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":117.1,"totalOi":2232,"analysisCoverage":0.8889,"avgIvPct":79.3,"ivRank":98.1,"iv52wHighPct":80.45,"iv52wLowPct":18.8,"frontDte":35,"termPremiumPp":0.5877,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.164,"putCallOiFrontRatio":0.217,"putCallVolumeFrontRatio":0,"optionVolume":106,"volumeOiRatio":0.047491,"netDeltaNormalized":0.707132,"dealerDeltaNormalized":-0.693831,"gexPer100kOi":4900160.394265,"vannaPer100kOi":-2240.143369,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":33.2,"gammaFlipDistancePct":null,"maxPainDistancePct":-31.682323,"peakCallDistancePct":11.016225,"peakPutDistancePct":-0.085397},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/QQQE.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."}