{"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/ABEO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ABEO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ABEO.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":"ABEO","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":5.03000020980835,"previous_close":5,"delta_neutral":3.5818117012710164,"gamma_neutral":5.03000020980835,"gamma_max":6.2729050582347625,"total_open_interest":20851,"previous_open_interest":20847,"listed_contracts":48,"listed_calls":44,"listed_puts":26,"gamma_max_distance_pct":24.709836910201034,"delta_neutral_distance_pct":-28.79102282567323,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.019187413057034586,"call_open_interest":14642,"put_open_interest":6209,"put_call_open_interest_ratio":0.4240540909711788,"nearest_expiration_max_pain":6,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":19.28428925907756,"all_expiration_max_pain":6,"net_gamma_exposure":267603.4956806515,"net_gamma_exposure_per_100k_open_interest":1283408.448902458,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":7,"call_wall_distance_pct":39.165004135590486,"put_wall":5,"put_wall_distance_pct":-0.596425617435365,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1538},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ABEO","price":5.03,"totalOi":20851,"analysisCoverage":0.9444,"avgIvPct":231.3,"ivRank":32.9,"iv52wHighPct":426.3,"iv52wLowPct":135.61,"frontDte":14,"frontAtmIvPct":79.5007,"backAtmIvPct":68.6687,"termPremiumPp":10.832,"expectedMoveFrontPct":15.57,"straddleFrontPct":23.86,"straddle30dPct":23.86,"riskReversalFrontPp":-42.55,"riskReversal30dPp":-42.55,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.424,"putCallOiFrontRatio":0.188,"putCallVolumeFrontRatio":3.75,"optionVolume":208,"volumeOiRatio":0.009976,"netDeltaNormalized":0.219803,"dealerDeltaNormalized":-0.218085,"gexPer100kOi":46375.713395,"vannaPer100kOi":-661.838761,"charmPer100kOi":-158400.076735,"weekendDeltaShiftPer100kOi":-475205.026138,"ivSurfaceRangePp":125.8,"gammaFlipDistancePct":27.634195,"maxPainDistancePct":19.284294,"peakCallDistancePct":19.284294,"peakPutDistancePct":-0.596421},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ABEO.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."}