{"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/ZION","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ZION.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ZION.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":"ZION","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":63.369998931884766,"previous_close":63.0099983215332,"delta_neutral":62.427710659444,"gamma_neutral":60.84153503784914,"gamma_max":73.71916292596397,"total_open_interest":27913,"previous_open_interest":41523,"listed_contracts":201,"listed_calls":112,"listed_puts":112,"gamma_max_distance_pct":16.331330548392987,"delta_neutral_distance_pct":-1.4869627399767058,"gamma_neutral_distance_pct":-3.990001478070756,"open_interest_change_1d_pct":-32.7770151482311,"call_open_interest":14038,"put_open_interest":13875,"put_call_open_interest_ratio":0.9883886593531842,"nearest_expiration_max_pain":60,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-5.317972208753096,"all_expiration_max_pain":62.5,"net_gamma_exposure":498872.0722301291,"net_gamma_exposure_per_100k_open_interest":1787239.179701677,"gamma_exposure_flip":60.84153503784914,"gamma_exposure_flip_distance_pct":-3.990001478070756,"call_wall":60,"call_wall_distance_pct":-5.317972208753096,"put_wall":62.5,"put_wall_distance_pct":-1.3728877174511416,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":1258},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":63.37,"totalOi":41849,"analysisCoverage":1,"avgIvPct":214,"ivRank":100,"iv52wHighPct":214,"iv52wLowPct":35.5,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":7.03,"riskReversal30dPp":7.03,"butterflyFrontPp":1.43,"butterfly30dPp":1.43,"putCallOiRatio":1.508,"putCallOiFrontRatio":0.46,"putCallVolumeFrontRatio":0.135,"optionVolume":727,"volumeOiRatio":0.017372,"netDeltaNormalized":-0.043176,"dealerDeltaNormalized":0.042776,"gexPer100kOi":-764459.246338,"vannaPer100kOi":2580.706827,"charmPer100kOi":-101092.021315,"weekendDeltaShiftPer100kOi":-303273.674401,"ivSurfaceRangePp":41,"gammaFlipDistancePct":null,"maxPainDistancePct":-1.372889,"peakCallDistancePct":6.517279,"peakPutDistancePct":2.572195},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ZION.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."}