{"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/QYLD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/QYLD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/QYLD.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":"QYLD","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":18.31999969482422,"previous_close":18.739999771118164,"delta_neutral":17.940115855281284,"gamma_neutral":13.831599769592286,"gamma_max":18.779259538731285,"total_open_interest":10516,"previous_open_interest":10912,"listed_contracts":45,"listed_calls":18,"listed_puts":33,"gamma_max_distance_pct":2.5068769189817,"delta_neutral_distance_pct":-2.073601778772187,"gamma_neutral_distance_pct":-24.499999999999996,"open_interest_change_1d_pct":-3.6290322580645165,"call_open_interest":4738,"put_open_interest":5778,"put_call_open_interest_ratio":1.219501899535669,"nearest_expiration_max_pain":18,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-1.7467232541200604,"all_expiration_max_pain":18,"net_gamma_exposure":1348976.4903423153,"net_gamma_exposure_per_100k_open_interest":12827847.949242253,"gamma_exposure_flip":13.831599769592286,"gamma_exposure_flip_distance_pct":-24.499999999999996,"call_wall":19,"call_wall_distance_pct":3.7117921206510474,"put_wall":18,"put_wall_distance_pct":-1.7467232541200604,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":1932},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":18.32,"totalOi":10912,"analysisCoverage":0.9444,"avgIvPct":318.9,"ivRank":100,"iv52wHighPct":318.9,"iv52wLowPct":38.3,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":190.83,"riskReversal30dPp":190.83,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.269,"putCallOiFrontRatio":1.378,"putCallVolumeFrontRatio":0.01,"optionVolume":3324,"volumeOiRatio":0.304619,"netDeltaNormalized":0.024284,"dealerDeltaNormalized":-0.020981,"gexPer100kOi":1771818.548387,"vannaPer100kOi":3097.507331,"charmPer100kOi":6094.208211,"weekendDeltaShiftPer100kOi":18291.788856,"ivSurfaceRangePp":245.4,"gammaFlipDistancePct":-0.600437,"maxPainDistancePct":-1.746725,"peakCallDistancePct":-1.746725,"peakPutDistancePct":-7.20524},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/QYLD.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."}