{"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/ZROZ","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ZROZ.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ZROZ.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":"ZROZ","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":56.630001068115234,"previous_close":56.65999984741211,"delta_neutral":55.88047257922786,"gamma_neutral":49.54476147915814,"gamma_max":60.05634284759175,"total_open_interest":6451,"previous_open_interest":7197,"listed_contracts":107,"listed_calls":65,"listed_puts":43,"gamma_max_distance_pct":6.050400344077818,"delta_neutral_distance_pct":-1.3235537254993683,"gamma_neutral_distance_pct":-12.511459394879552,"open_interest_change_1d_pct":-10.365430040294568,"call_open_interest":3924,"put_open_interest":2527,"put_call_open_interest_ratio":0.6439857288481141,"nearest_expiration_max_pain":53,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-6.410031784652495,"all_expiration_max_pain":58,"net_gamma_exposure":251547.76045043897,"net_gamma_exposure_per_100k_open_interest":3899360.726250798,"gamma_exposure_flip":49.54476147915814,"gamma_exposure_flip_distance_pct":-12.511459394879552,"call_wall":55,"call_wall_distance_pct":-2.8783348708657974,"put_wall":58,"put_wall_distance_pct":2.4192104998142496,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2281},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":56.63,"totalOi":7433,"analysisCoverage":0.9444,"avgIvPct":138.4,"ivRank":99.1,"iv52wHighPct":139.5,"iv52wLowPct":22.9,"frontDte":35,"termPremiumPp":-9.0293,"riskReversalFrontPp":-2.85,"riskReversal30dPp":-2.85,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.557,"putCallOiFrontRatio":0.076,"putCallVolumeFrontRatio":0.049,"optionVolume":263,"volumeOiRatio":0.035383,"netDeltaNormalized":0.053851,"dealerDeltaNormalized":-0.052849,"gexPer100kOi":4944908.381542,"vannaPer100kOi":1816.224943,"charmPer100kOi":-102152.562895,"weekendDeltaShiftPer100kOi":-306471.142204,"ivSurfaceRangePp":56.4,"gammaFlipDistancePct":-3.090235,"maxPainDistancePct":0.653364,"peakCallDistancePct":-2.878333,"peakPutDistancePct":0.653364},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ZROZ.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."}