{"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/AEVA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AEVA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AEVA.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":"AEVA","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":14.760000228881836,"previous_close":14.289999961853027,"delta_neutral":10.546787868084534,"gamma_neutral":7.825703482259158,"gamma_max":18.64926538893835,"total_open_interest":64676,"previous_open_interest":64418,"listed_contracts":130,"listed_calls":87,"listed_puts":65,"gamma_max_distance_pct":26.35003455112514,"delta_neutral_distance_pct":-28.54479874975232,"gamma_neutral_distance_pct":-46.980329533152016,"open_interest_change_1d_pct":0.4005091744543451,"call_open_interest":49558,"put_open_interest":15118,"put_call_open_interest_ratio":0.30505670123895234,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.6260146842582102,"all_expiration_max_pain":15,"net_gamma_exposure":1630584.143943101,"net_gamma_exposure_per_100k_open_interest":2521157.9936036565,"gamma_exposure_flip":7.825703482259158,"gamma_exposure_flip_distance_pct":-46.980329533152016,"call_wall":25,"call_wall_distance_pct":69.37669114043035,"put_wall":12.5,"put_wall_distance_pct":-15.311654429784824,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":850},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"AEVA","price":14.76,"totalOi":64676,"analysisCoverage":0.9444,"avgIvPct":126.1,"ivRank":44.5,"iv52wHighPct":142.32,"iv52wLowPct":113.1,"frontDte":14,"frontAtmIvPct":84.6067,"backAtmIvPct":100.0828,"termPremiumPp":-15.4761,"expectedMoveFrontPct":16.57,"straddleFrontPct":12.87,"straddle30dPct":12.87,"riskReversalFrontPp":-8.57,"riskReversal30dPp":-8.57,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.305,"putCallOiFrontRatio":0.179,"putCallVolumeFrontRatio":0.477,"optionVolume":788,"volumeOiRatio":0.012184,"netDeltaNormalized":0.164836,"dealerDeltaNormalized":-0.163325,"gexPer100kOi":386113.024924,"vannaPer100kOi":4465.3349,"charmPer100kOi":-284717.669615,"weekendDeltaShiftPer100kOi":-854153.008844,"ivSurfaceRangePp":28.8,"gammaFlipDistancePct":36.111111,"maxPainDistancePct":1.626016,"peakCallDistancePct":69.376694,"peakPutDistancePct":-15.311653},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AEVA.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."}