{"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/TMO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/TMO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/TMO.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":"TMO","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":690,"previous_close":696.489990234375,"delta_neutral":605.5973508939817,"gamma_neutral":619.539253338156,"gamma_max":728.5842474882618,"total_open_interest":52457,"previous_open_interest":66394,"listed_contracts":773,"listed_calls":493,"listed_puts":435,"gamma_max_distance_pct":5.5919199258350405,"delta_neutral_distance_pct":-12.232267986379467,"gamma_neutral_distance_pct":-10.211702414760007,"open_interest_change_1d_pct":-20.99135464047956,"call_open_interest":26602,"put_open_interest":25855,"put_call_open_interest_ratio":0.9719194045560484,"nearest_expiration_max_pain":670,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":-2.898550724637681,"all_expiration_max_pain":570,"net_gamma_exposure":2137924.268963827,"net_gamma_exposure_per_100k_open_interest":4075574.792618386,"gamma_exposure_flip":619.539253338156,"gamma_exposure_flip_distance_pct":-10.211702414760007,"call_wall":730,"call_wall_distance_pct":5.797101449275362,"put_wall":570,"put_wall_distance_pct":-17.391304347826086,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":917},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":690,"totalOi":68674,"analysisCoverage":1,"avgIvPct":99.8,"ivRank":75,"iv52wHighPct":120.2,"iv52wLowPct":38.5,"frontDte":7,"termPremiumPp":25.0087,"riskReversalFrontPp":-3.05,"riskReversal30dPp":-1.19,"butterflyFrontPp":2.01,"butterfly30dPp":4.05,"putCallOiRatio":0.911,"putCallOiFrontRatio":2.156,"putCallVolumeFrontRatio":1.33,"optionVolume":2658,"volumeOiRatio":0.038705,"netDeltaNormalized":0.217686,"dealerDeltaNormalized":-0.206801,"gexPer100kOi":55052394.763666,"vannaPer100kOi":304.33643,"charmPer100kOi":843458.950986,"weekendDeltaShiftPer100kOi":2530378.309113,"ivSurfaceRangePp":122,"gammaFlipDistancePct":-0.249275,"maxPainDistancePct":-13.043478,"peakCallDistancePct":-4.347826,"peakPutDistancePct":-2.898551},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/TMO.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."}