{"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/ULTA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ULTA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ULTA.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":"ULTA","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":592.9400024414062,"previous_close":609.239990234375,"delta_neutral":528.0246022415433,"gamma_neutral":526.1010939446372,"gamma_max":613.4697367123094,"total_open_interest":36695,"previous_open_interest":40889,"listed_contracts":878,"listed_calls":533,"listed_puts":465,"gamma_max_distance_pct":3.462362833739139,"delta_neutral_distance_pct":-10.948055441119912,"gamma_neutral_distance_pct":-11.272457284305755,"open_interest_change_1d_pct":-10.257037345007216,"call_open_interest":20222,"put_open_interest":16473,"put_call_open_interest_ratio":0.8146078528335476,"nearest_expiration_max_pain":550,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":-7.241879830101282,"all_expiration_max_pain":470,"net_gamma_exposure":1965895.3518417324,"net_gamma_exposure_per_100k_open_interest":5357392.974088384,"gamma_exposure_flip":526.1010939446372,"gamma_exposure_flip_distance_pct":-11.272457284305755,"call_wall":600,"call_wall_distance_pct":1.1906765489804194,"put_wall":600,"put_wall_distance_pct":1.1906765489804194,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":1114},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":592.94,"totalOi":41649,"analysisCoverage":1,"avgIvPct":142.5,"ivRank":100,"iv52wHighPct":142.5,"iv52wLowPct":46.3,"frontDte":7,"termPremiumPp":-2.7199,"riskReversalFrontPp":7.44,"riskReversal30dPp":2.84,"butterflyFrontPp":7.39,"butterfly30dPp":0,"putCallOiRatio":0.842,"putCallOiFrontRatio":0.736,"putCallVolumeFrontRatio":0.14,"optionVolume":2347,"volumeOiRatio":0.056352,"netDeltaNormalized":0.25913,"dealerDeltaNormalized":-0.258943,"gexPer100kOi":47109637.278206,"vannaPer100kOi":768.32577,"charmPer100kOi":-2440862.925881,"weekendDeltaShiftPer100kOi":-7322586.376624,"ivSurfaceRangePp":84.6,"gammaFlipDistancePct":-29.394205,"maxPainDistancePct":-17.360947,"peakCallDistancePct":-5.555368,"peakPutDistancePct":-2.182346},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ULTA.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."}