{"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/TNDM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/TNDM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/TNDM.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":"TNDM","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":16.239999771118164,"previous_close":16.520000457763672,"delta_neutral":13.404806006905389,"gamma_neutral":16.239999771118164,"gamma_max":17.984860122785356,"total_open_interest":12212,"previous_open_interest":12733,"listed_contracts":115,"listed_calls":87,"listed_puts":53,"gamma_max_distance_pct":10.744214139524304,"delta_neutral_distance_pct":-17.458089927162387,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-4.091730150003927,"call_open_interest":7156,"put_open_interest":5056,"put_call_open_interest_ratio":0.7065399664617105,"nearest_expiration_max_pain":16,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-1.477831123772482,"all_expiration_max_pain":15,"net_gamma_exposure":312059.71960880794,"net_gamma_exposure_per_100k_open_interest":2555353.092112741,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":19,"call_wall_distance_pct":16.995075540520176,"put_wall":15,"put_wall_distance_pct":-7.6354666785367025,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1809},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":16.24,"totalOi":12742,"analysisCoverage":1,"avgIvPct":552.7,"ivRank":100,"iv52wHighPct":552.7,"iv52wLowPct":93.74,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":-32.81,"riskReversal30dPp":-32.81,"butterflyFrontPp":-11.23,"butterfly30dPp":-11.23,"putCallOiRatio":0.724,"putCallOiFrontRatio":0.604,"putCallVolumeFrontRatio":0,"optionVolume":41,"volumeOiRatio":0.003218,"netDeltaNormalized":0.156735,"dealerDeltaNormalized":-0.156206,"gexPer100kOi":454481.400094,"vannaPer100kOi":3304.033904,"charmPer100kOi":-270985.716528,"weekendDeltaShiftPer100kOi":-812964.997646,"ivSurfaceRangePp":76.1,"gammaFlipDistancePct":11.637931,"maxPainDistancePct":-7.635468,"peakCallDistancePct":-1.477833,"peakPutDistancePct":-38.423645},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/TNDM.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."}