{"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/RY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/RY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/RY.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":"RY","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":197.8000030517578,"previous_close":196.67999267578125,"delta_neutral":197.624816437986,"gamma_neutral":180.6732029629079,"gamma_max":217.06223442183656,"total_open_interest":22582,"previous_open_interest":33846,"listed_contracts":168,"listed_calls":97,"listed_puts":91,"gamma_max_distance_pct":9.738236133918791,"delta_neutral_distance_pct":-0.08856754856872942,"gamma_neutral_distance_pct":-8.658645007385758,"open_interest_change_1d_pct":-33.28015127341488,"call_open_interest":13217,"put_open_interest":9365,"put_call_open_interest_ratio":0.708557161231747,"nearest_expiration_max_pain":200,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":1.1122330203738773,"all_expiration_max_pain":200,"net_gamma_exposure":1094234.8630323121,"net_gamma_exposure_per_100k_open_interest":4845606.514180818,"gamma_exposure_flip":180.6732029629079,"gamma_exposure_flip_distance_pct":-8.658645007385758,"call_wall":220,"call_wall_distance_pct":11.223456322411266,"put_wall":190,"put_wall_distance_pct":-3.9433786306448164,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1378},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":197.8,"totalOi":34332,"analysisCoverage":1,"avgIvPct":173.6,"ivRank":100,"iv52wHighPct":173.6,"iv52wLowPct":30.9,"frontDte":35,"termPremiumPp":-0.8417,"riskReversalFrontPp":4.11,"riskReversal30dPp":4.11,"butterflyFrontPp":-0.55,"butterfly30dPp":-0.55,"putCallOiRatio":0.98,"putCallOiFrontRatio":0.702,"putCallVolumeFrontRatio":9.5,"optionVolume":264,"volumeOiRatio":0.00769,"netDeltaNormalized":0.003932,"dealerDeltaNormalized":-0.003712,"gexPer100kOi":5988826.837935,"vannaPer100kOi":1351.508796,"charmPer100kOi":38357.800303,"weekendDeltaShiftPer100kOi":115070.488174,"ivSurfaceRangePp":32.2,"gammaFlipDistancePct":6.572295,"maxPainDistancePct":-1.415571,"peakCallDistancePct":16.27907,"peakPutDistancePct":-3.943377},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/RY.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."}