{"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/ABSI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ABSI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ABSI.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":"ABSI","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":11.069999694824219,"previous_close":10.75,"delta_neutral":6.782226453542409,"gamma_neutral":2.2837453689107643,"gamma_max":10.626021075388095,"total_open_interest":76927,"previous_open_interest":75859,"listed_contracts":103,"listed_calls":98,"listed_puts":48,"gamma_max_distance_pct":-4.010647079274135,"delta_neutral_distance_pct":-38.733273346760434,"gamma_neutral_distance_pct":-79.36995996505284,"open_interest_change_1d_pct":1.4078751367668965,"call_open_interest":66661,"put_open_interest":10266,"put_call_open_interest_ratio":0.15400309026267234,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-9.665760833981752,"all_expiration_max_pain":4,"net_gamma_exposure":2379078.6686862996,"net_gamma_exposure_per_100k_open_interest":3092644.544420424,"gamma_exposure_flip":2.2837453689107643,"gamma_exposure_flip_distance_pct":-79.36995996505284,"call_wall":12,"call_wall_distance_pct":8.401086999221897,"put_wall":11,"put_wall_distance_pct":-0.6323369173799266,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":765},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ABSI","price":11.07,"totalOi":76927,"analysisCoverage":1,"avgIvPct":132.3,"ivRank":69.9,"iv52wHighPct":146.14,"iv52wLowPct":100.2,"frontDte":14,"frontAtmIvPct":84.3004,"backAtmIvPct":96.2345,"termPremiumPp":-11.9341,"expectedMoveFrontPct":16.51,"straddleFrontPct":12.65,"straddle30dPct":12.65,"riskReversalFrontPp":-5.35,"riskReversal30dPp":-5.35,"butterflyFrontPp":1.72,"butterfly30dPp":1.72,"putCallOiRatio":0.154,"putCallOiFrontRatio":0.354,"putCallVolumeFrontRatio":0.465,"optionVolume":1305,"volumeOiRatio":0.016964,"netDeltaNormalized":0.644203,"dealerDeltaNormalized":-0.618,"gexPer100kOi":432664.136129,"vannaPer100kOi":-4027.194613,"charmPer100kOi":-386689.978811,"weekendDeltaShiftPer100kOi":-1160071.236367,"ivSurfaceRangePp":57.8,"gammaFlipDistancePct":null,"maxPainDistancePct":-63.866305,"peakCallDistancePct":8.401084,"peakPutDistancePct":-9.665763},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ABSI.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."}