{"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/ABR","markdown_url":"https://halfonadouble.com/stock/ABR.md","history_url":"https://halfonadouble.com/api/v1/history/ABR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ABR.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":"ABR","page_tier":"A","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":3.559999942779541,"previous_close":3.7100000381469727,"delta_neutral":5.066067716293071,"gamma_neutral":21.210572788805695,"gamma_max":2,"total_open_interest":155545,"previous_open_interest":147393,"listed_contracts":78,"listed_calls":85,"listed_puts":63,"gamma_max_distance_pct":-43.82022381611444,"delta_neutral_distance_pct":42.305275216876495,"gamma_neutral_distance_pct":495.80261600355857,"open_interest_change_1d_pct":5.530791828648579,"call_open_interest":58558,"put_open_interest":96987,"put_call_open_interest_ratio":1.6562553365893644,"nearest_expiration_max_pain":2,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-43.82022381611444,"all_expiration_max_pain":6,"net_gamma_exposure":-1303292.4343589155,"net_gamma_exposure_per_100k_open_interest":-837887.7073251571,"gamma_exposure_flip":21.210572788805695,"gamma_exposure_flip_distance_pct":495.80261600355857,"call_wall":5,"call_wall_distance_pct":40.44944045971389,"put_wall":5,"put_wall_distance_pct":40.44944045971389,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":484},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-02","session_count":1394,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":2.7777777777777777,"gamma_max_cross_count":9,"delta_neutral_cross_count":7,"gamma_max_prior_sessions_closer_pct":37.698412698412696,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":90.87301587301587,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":19.444444444444446,"open_interest_change_1d_contracts":8152,"open_interest_change_z_252":0.839122297765154,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":9.560335840870032,"open_interest_change_21_sessions_pct":17.792502839833396,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":7868,"put_change_contracts":284,"call_growth_pct":15.521799171434209,"put_growth_pct":0.29368271925379774,"call_minus_put_growth_pp":15.22811645218041},"five_sessions":{"call_change_contracts":10732,"put_change_contracts":2841,"call_growth_pct":22.43967716304939,"put_growth_pct":3.0176534319036388,"call_minus_put_growth_pp":19.42202373114575},"call_change_surprise":{"z_score":1.3425245151952434,"comparison_sessions":252},"put_change_surprise":{"z_score":0.07057717249394717,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":2.8291742221389344,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":72.08567614073071,"directional_score":-43.62204724409449,"catalyst_reasons":["OI change 0.84σ","front IV premium 2.7 pp","IV rank 96"],"features":{"symbol":"ABR","price":3.56,"totalOi":156652,"analysisCoverage":0.8889,"avgIvPct":3472.4,"ivRank":96.2,"iv52wHighPct":3606.3,"iv52wLowPct":127.82,"frontDte":7,"frontAtmIvPct":67.8774,"backAtmIvPct":65.1528,"termPremiumPp":2.7246,"expectedMoveFrontPct":9.4,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":30.97,"riskReversal30dPp":-17.26,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.639,"putCallOiFrontRatio":0.243,"putCallVolumeFrontRatio":2.411,"optionVolume":2815,"volumeOiRatio":0.01797,"netDeltaNormalized":-0.268359,"dealerDeltaNormalized":0.268186,"gexPer100kOi":-52584.129153,"vannaPer100kOi":-2082.3226,"charmPer100kOi":39055.358374,"weekendDeltaShiftPer100kOi":117165.436764,"ivSurfaceRangePp":111.9,"gammaFlipDistancePct":null,"maxPainDistancePct":68.539326,"peakCallDistancePct":-15.730337,"peakPutDistancePct":40.449438},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ABR.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":[{"direction":"above","event_count":9,"completed_path_count":9,"latest_cross_date":"2024-10-09","horizons":[{"sessions":1,"sample_size":9,"median_return_pct":-0.19556540203899964,"p25_return_pct":-1.7419384371849755,"p75_return_pct":0.5239025625921379,"above_zero_pct":44.44444444444444,"median_interval_low_pct":-2.9556655535992182,"median_interval_high_pct":0.995027337308696,"median_interval_nominal_coverage_pct":96.09375,"confidence_floor_pct":0},{"sessions":3,"sample_size":9,"median_return_pct":-0.34964881730096264,"p25_return_pct":-1.4341607877474072,"p75_return_pct":1.032257080078125,"above_zero_pct":44.44444444444444,"median_interval_low_pct":-1.9505864011872043,"median_interval_high_pct":1.2082450602787231,"median_interval_nominal_coverage_pct":96.09375,"confidence_floor_pct":0},{"sessions":5,"sample_size":9,"median_return_pct":0,"p25_return_pct":-0.7152123267799126,"p75_return_pct":2.4164901205574463,"above_zero_pct":44.44444444444444,"median_interval_low_pct":-4.775686410899771,"median_interval_high_pct":3.5464488922992032,"median_interval_nominal_coverage_pct":96.09375,"confidence_floor_pct":0},{"sessions":10,"sample_size":9,"median_return_pct":-1.3986047964196002,"p25_return_pct":-2.933505898233124,"p75_return_pct":0.9246987217552016,"above_zero_pct":44.44444444444444,"median_interval_low_pct":-3.8709702030305104,"median_interval_high_pct":5.1365406760385035,"median_interval_nominal_coverage_pct":96.09375,"confidence_floor_pct":0}]},{"direction":"below","event_count":7,"completed_path_count":7,"latest_cross_date":"2024-10-03","horizons":[{"sessions":1,"sample_size":7,"median_return_pct":-0.2516413804595885,"p25_return_pct":-0.8247045647392204,"p75_return_pct":0.6897612108264228,"above_zero_pct":42.857142857142854,"median_interval_low_pct":-1.6083950548452686,"median_interval_high_pct":1.9554953698243338,"median_interval_nominal_coverage_pct":98.4375,"confidence_floor_pct":0},{"sessions":3,"sample_size":7,"median_return_pct":0.3578716602017362,"p25_return_pct":-1.9209975412366576,"p75_return_pct":0.8011649520903052,"above_zero_pct":57.14285714285714,"median_interval_low_pct":-2.6298067790231916,"median_interval_high_pct":4.947428777278651,"median_interval_nominal_coverage_pct":98.4375,"confidence_floor_pct":0},{"sessions":5,"sample_size":7,"median_return_pct":1.1463255372118786,"p25_return_pct":0.8165323751656017,"p75_return_pct":2.3738875159730832,"above_zero_pct":85.71428571428571,"median_interval_low_pct":-1.5601477614380244,"median_interval_high_pct":4.20776030057608,"median_interval_nominal_coverage_pct":98.4375,"confidence_floor_pct":0},{"sessions":10,"sample_size":7,"median_return_pct":-0.5032731617820363,"p25_return_pct":-2.5112990623901545,"p75_return_pct":1.8826372519495038,"above_zero_pct":42.857142857142854,"median_interval_low_pct":-3.0303016005332695,"median_interval_high_pct":7.8895450772880515,"median_interval_nominal_coverage_pct":98.4375,"confidence_floor_pct":0}]}],"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."}