{"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/ZYME","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ZYME.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ZYME.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":"ZYME","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":25.030000686645508,"previous_close":25.75,"delta_neutral":36.16927910356423,"gamma_neutral":225.93192632640327,"gamma_max":45,"total_open_interest":5120,"previous_open_interest":8939,"listed_contracts":33,"listed_calls":23,"listed_puts":16,"gamma_max_distance_pct":79.78425395732918,"delta_neutral_distance_pct":44.50370799574914,"gamma_neutral_distance_pct":802.644507105215,"open_interest_change_1d_pct":-42.722899653205054,"call_open_interest":1410,"put_open_interest":3710,"put_call_open_interest_ratio":2.631205673758865,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-0.11985891259489402,"all_expiration_max_pain":30,"net_gamma_exposure":-207177.465957276,"net_gamma_exposure_per_100k_open_interest":-4046434.881978047,"gamma_exposure_flip":225.93192632640327,"gamma_exposure_flip_distance_pct":802.644507105215,"call_wall":30,"call_wall_distance_pct":19.856169304886127,"put_wall":30,"put_wall_distance_pct":19.856169304886127,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2436},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":25.03,"totalOi":9199,"analysisCoverage":0.9444,"avgIvPct":955.6,"ivRank":100,"iv52wHighPct":955.6,"iv52wLowPct":71.1,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":24.69,"riskReversal30dPp":24.69,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2.523,"putCallOiFrontRatio":0.393,"putCallVolumeFrontRatio":0,"optionVolume":1659,"volumeOiRatio":0.180346,"netDeltaNormalized":-0.269568,"dealerDeltaNormalized":0.269568,"gexPer100kOi":-6194352.864442,"vannaPer100kOi":-1032.720948,"charmPer100kOi":-14023.263398,"weekendDeltaShiftPer100kOi":-42058.919448,"ivSurfaceRangePp":34.7,"gammaFlipDistancePct":-36.036756,"maxPainDistancePct":19.856173,"peakCallDistancePct":-0.119856,"peakPutDistancePct":19.856173},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ZYME.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."}