{"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/XENE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/XENE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/XENE.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":"XENE","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":33.4900016784668,"previous_close":34.33000183105469,"delta_neutral":28.213646000215263,"gamma_neutral":33.4900016784668,"gamma_max":37.154248030428015,"total_open_interest":11276,"previous_open_interest":26588,"listed_contracts":170,"listed_calls":117,"listed_puts":62,"gamma_max_distance_pct":10.941314327604927,"delta_neutral_distance_pct":-15.755017658431752,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-57.58989017601925,"call_open_interest":9694,"put_open_interest":1582,"put_call_open_interest_ratio":0.16319372807922428,"nearest_expiration_max_pain":40,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":19.43863241344345,"all_expiration_max_pain":40,"net_gamma_exposure":939006.5732044091,"net_gamma_exposure_per_100k_open_interest":8327479.365062159,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":40,"call_wall_distance_pct":19.43863241344345,"put_wall":37.5,"put_wall_distance_pct":11.973717887603238,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1873},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":33.49,"totalOi":26325,"analysisCoverage":0.9444,"avgIvPct":679.8,"ivRank":100,"iv52wHighPct":679.8,"iv52wLowPct":69.76,"frontDte":35,"termPremiumPp":2.9858,"riskReversalFrontPp":-127.59,"riskReversal30dPp":-127.59,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.093,"putCallOiFrontRatio":0.155,"putCallVolumeFrontRatio":0.472,"optionVolume":930,"volumeOiRatio":0.035328,"netDeltaNormalized":0.159832,"dealerDeltaNormalized":-0.159832,"gexPer100kOi":2078363.00095,"vannaPer100kOi":2104.463438,"charmPer100kOi":-37876.54321,"weekendDeltaShiftPer100kOi":-113629.62963,"ivSurfaceRangePp":45.6,"gammaFlipDistancePct":1.522843,"maxPainDistancePct":11.973723,"peakCallDistancePct":19.438638,"peakPutDistancePct":11.973723},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/XENE.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."}