{"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/TDAY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/TDAY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/TDAY.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":"TDAY","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":6.96999979019165,"previous_close":7.179999828338623,"delta_neutral":3.329166444538,"gamma_neutral":6.96999979019165,"gamma_max":7.452937032488023,"total_open_interest":25210,"previous_open_interest":31239,"listed_contracts":26,"listed_calls":34,"listed_puts":11,"gamma_max_distance_pct":6.928798519850369,"delta_neutral_distance_pct":-52.23577410686752,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-19.299593456896826,"call_open_interest":23774,"put_open_interest":1436,"put_call_open_interest_ratio":0.06040211996298477,"nearest_expiration_max_pain":7,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":0.43041909198572165,"all_expiration_max_pain":5,"net_gamma_exposure":1628336.5302851375,"net_gamma_exposure_per_100k_open_interest":6459089.767096936,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":9,"call_wall_distance_pct":29.124824546838784,"put_wall":7,"put_wall_distance_pct":0.43041909198572165,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":1323},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":6.97,"totalOi":31304,"analysisCoverage":0.9444,"avgIvPct":11354.1,"ivRank":100,"iv52wHighPct":11354.1,"iv52wLowPct":94.1,"frontDte":35,"termPremiumPp":12.589,"riskReversalFrontPp":-14.38,"riskReversal30dPp":-14.38,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.051,"putCallOiFrontRatio":1.453,"putCallVolumeFrontRatio":0,"optionVolume":770,"volumeOiRatio":0.024597,"netDeltaNormalized":0.353278,"dealerDeltaNormalized":-0.33881,"gexPer100kOi":1058080.500894,"vannaPer100kOi":4782.136468,"charmPer100kOi":-6213.263481,"weekendDeltaShiftPer100kOi":-18636.595962,"ivSurfaceRangePp":54.5,"gammaFlipDistancePct":null,"maxPainDistancePct":-28.263989,"peakCallDistancePct":0.430416,"peakPutDistancePct":14.777618},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/TDAY.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."}