{"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/TD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/TD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/TD.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":"TD","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":120.38999938964844,"previous_close":119.7699966430664,"delta_neutral":113.09497311373484,"gamma_neutral":103.57599873423734,"gamma_max":128.18423899207852,"total_open_interest":58246,"previous_open_interest":79141,"listed_contracts":161,"listed_calls":106,"listed_puts":98,"gamma_max_distance_pct":6.474158685891861,"delta_neutral_distance_pct":-6.0594952345691695,"gamma_neutral_distance_pct":-13.966276884005715,"open_interest_change_1d_pct":-26.402244095980592,"call_open_interest":29033,"put_open_interest":29213,"put_call_open_interest_ratio":1.0061998415596045,"nearest_expiration_max_pain":120,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-0.3239466663557198,"all_expiration_max_pain":115,"net_gamma_exposure":3321130.4591640593,"net_gamma_exposure_per_100k_open_interest":5701903.064869792,"gamma_exposure_flip":103.57599873423734,"gamma_exposure_flip_distance_pct":-13.966276884005715,"call_wall":125,"call_wall_distance_pct":3.8292222225461257,"put_wall":120,"put_wall_distance_pct":-0.3239466663557198,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":856},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":120.39,"totalOi":81041,"analysisCoverage":1,"avgIvPct":196.1,"ivRank":100,"iv52wHighPct":196.1,"iv52wLowPct":31.5,"frontDte":35,"termPremiumPp":-0.8037,"riskReversalFrontPp":3.67,"riskReversal30dPp":3.67,"butterflyFrontPp":2.04,"butterfly30dPp":2.04,"putCallOiRatio":1.083,"putCallOiFrontRatio":0.614,"putCallVolumeFrontRatio":0.707,"optionVolume":1916,"volumeOiRatio":0.023642,"netDeltaNormalized":0.121604,"dealerDeltaNormalized":-0.115504,"gexPer100kOi":10416160.301576,"vannaPer100kOi":555.274491,"charmPer100kOi":-80043.434805,"weekendDeltaShiftPer100kOi":-240129.070471,"ivSurfaceRangePp":55.7,"gammaFlipDistancePct":-3.065039,"maxPainDistancePct":-4.477116,"peakCallDistancePct":3.829222,"peakPutDistancePct":-8.630285},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/TD.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."}