{"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/REGN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/REGN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/REGN.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":"REGN","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":790.739990234375,"previous_close":796.3400268554688,"delta_neutral":722.6725207489517,"gamma_neutral":702.6336640578397,"gamma_max":867.2121387724696,"total_open_interest":33892,"previous_open_interest":36200,"listed_contracts":1041,"listed_calls":660,"listed_puts":525,"gamma_max_distance_pct":9.670960047869633,"delta_neutral_distance_pct":-8.608072226781923,"gamma_neutral_distance_pct":-11.14226259764864,"open_interest_change_1d_pct":-6.375690607734806,"call_open_interest":18626,"put_open_interest":15266,"put_call_open_interest_ratio":0.819607000966391,"nearest_expiration_max_pain":750,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":-5.152134802528412,"all_expiration_max_pain":740,"net_gamma_exposure":1259507.263758602,"net_gamma_exposure_per_100k_open_interest":3716237.6482904586,"gamma_exposure_flip":702.6336640578397,"gamma_exposure_flip_distance_pct":-11.14226259764864,"call_wall":800,"call_wall_distance_pct":1.1710562106363607,"put_wall":780,"put_wall_distance_pct":-1.3582201946295482,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1157},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":790.74,"totalOi":36632,"analysisCoverage":1,"avgIvPct":134.6,"ivRank":100,"iv52wHighPct":134.6,"iv52wLowPct":41.2,"frontDte":7,"termPremiumPp":-1.011,"riskReversalFrontPp":3.84,"riskReversal30dPp":3.84,"butterflyFrontPp":0.22,"butterfly30dPp":-3.33,"putCallOiRatio":0.797,"putCallOiFrontRatio":0.351,"putCallVolumeFrontRatio":0.058,"optionVolume":886,"volumeOiRatio":0.024187,"netDeltaNormalized":0.123294,"dealerDeltaNormalized":-0.120913,"gexPer100kOi":36252697.313824,"vannaPer100kOi":2506.005678,"charmPer100kOi":-258820.15724,"weekendDeltaShiftPer100kOi":-776463.201572,"ivSurfaceRangePp":67.5,"gammaFlipDistancePct":3.046513,"maxPainDistancePct":-6.416774,"peakCallDistancePct":-3.887498,"peakPutDistancePct":-3.887498},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/REGN.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."}