{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-02","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/AAXJ","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AAXJ.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AAXJ.json?date=2026-10-02","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"AAXJ","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":118.19999694824219,"previous_close":116.91999816894531,"delta_neutral":120.35751058658147,"gamma_neutral":118.19999694824219,"gamma_max":95,"total_open_interest":852,"previous_open_interest":852,"listed_contracts":32,"listed_calls":16,"listed_puts":17,"gamma_max_distance_pct":-19.627747501889598,"delta_neutral_distance_pct":1.8253076937760169,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0,"call_open_interest":383,"put_open_interest":469,"put_call_open_interest_ratio":1.2245430809399478,"nearest_expiration_max_pain":117,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.0152258707482422,"all_expiration_max_pain":123,"net_gamma_exposure":-13610.87222870512,"net_gamma_exposure_per_100k_open_interest":-1597520.2146367512,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":125,"call_wall_distance_pct":5.75296381330316,"put_wall":115,"put_wall_distance_pct":-2.707273291761093,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3776},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"AAXJ","price":118.2,"totalOi":852,"analysisCoverage":0.9444,"avgIvPct":28.8,"ivRank":1.4,"iv52wHighPct":78.21,"iv52wLowPct":28.1,"frontDte":14,"frontAtmIvPct":30.0745,"backAtmIvPct":24.6896,"termPremiumPp":5.3849,"expectedMoveFrontPct":5.89,"straddleFrontPct":9.05,"straddle30dPct":9.05,"riskReversalFrontPp":4.89,"riskReversal30dPp":4.89,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.225,"putCallOiFrontRatio":0.514,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":-0.0225,"dealerDeltaNormalized":0.0225,"gexPer100kOi":-468789.906103,"vannaPer100kOi":-821.596244,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":8.1,"gammaFlipDistancePct":-14.213198,"maxPainDistancePct":4.060914,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AAXJ.json?date=2026-10-02","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."}