{"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/RAIL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/RAIL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/RAIL.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":"RAIL","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":5.920000076293945,"previous_close":6.130000114440918,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":6144,"previous_open_interest":6177,"listed_contracts":19,"listed_calls":14,"listed_puts":7,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":-0.5342399222923749,"call_open_interest":1359,"put_open_interest":4785,"put_call_open_interest_ratio":3.520971302428256,"nearest_expiration_max_pain":7.5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":26.689187556483457,"all_expiration_max_pain":7.5,"net_gamma_exposure":-336799.22929632873,"net_gamma_exposure_per_100k_open_interest":-5481758.289328267,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":7.5,"call_wall_distance_pct":26.689187556483457,"put_wall":7.5,"put_wall_distance_pct":26.689187556483457,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2312},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":5.92,"totalOi":6187,"analysisCoverage":0.7778,"avgIvPct":959.7,"ivRank":100,"iv52wHighPct":959.7,"iv52wLowPct":91.14,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":-6.49,"riskReversal30dPp":-6.49,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":3.419,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":123,"volumeOiRatio":0.01988,"netDeltaNormalized":-0.50887,"dealerDeltaNormalized":0.50887,"gexPer100kOi":-450019.880394,"vannaPer100kOi":-6158.07338,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":42.9,"gammaFlipDistancePct":null,"maxPainDistancePct":26.689189,"peakCallDistancePct":26.689189,"peakPutDistancePct":-15.540541},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/RAIL.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."}