{"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/AGEN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AGEN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AGEN.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":"AGEN","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":8.359999656677246,"previous_close":8.329999923706055,"delta_neutral":4.654061469652956,"gamma_neutral":2.7204009652515335,"gamma_max":7.02056782905092,"total_open_interest":18515,"previous_open_interest":17444,"listed_contracts":74,"listed_calls":67,"listed_puts":39,"gamma_max_distance_pct":-16.02191247168896,"delta_neutral_distance_pct":-44.329405971497934,"gamma_neutral_distance_pct":-67.45931726111122,"open_interest_change_1d_pct":6.139646869983949,"call_open_interest":14032,"put_open_interest":4483,"put_call_open_interest_ratio":0.31948403648802737,"nearest_expiration_max_pain":8,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-4.30621616580701,"all_expiration_max_pain":5,"net_gamma_exposure":562201.8348435902,"net_gamma_exposure_per_100k_open_interest":3036466.8368543894,"gamma_exposure_flip":2.7204009652515335,"gamma_exposure_flip_distance_pct":-67.45931726111122,"call_wall":8,"call_wall_distance_pct":-4.30621616580701,"put_wall":9,"put_wall_distance_pct":7.655506813467114,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1626},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"AGEN","price":8.36,"totalOi":18515,"analysisCoverage":1,"avgIvPct":148.8,"ivRank":53.3,"iv52wHighPct":182.5,"iv52wLowPct":110.4,"frontDte":14,"frontAtmIvPct":90.3255,"backAtmIvPct":87.2278,"termPremiumPp":3.0977,"expectedMoveFrontPct":17.69,"straddleFrontPct":13.76,"straddle30dPct":13.76,"riskReversalFrontPp":129.04,"riskReversal30dPp":129.04,"butterflyFrontPp":18.87,"butterfly30dPp":18.87,"putCallOiRatio":0.319,"putCallOiFrontRatio":0.295,"putCallVolumeFrontRatio":0.635,"optionVolume":576,"volumeOiRatio":0.03111,"netDeltaNormalized":0.457182,"dealerDeltaNormalized":-0.45612,"gexPer100kOi":333537.078045,"vannaPer100kOi":-3683.499865,"charmPer100kOi":-330802.05239,"weekendDeltaShiftPer100kOi":-992411.558196,"ivSurfaceRangePp":140.2,"gammaFlipDistancePct":-87.320574,"maxPainDistancePct":-40.191388,"peakCallDistancePct":19.617225,"peakPutDistancePct":-64.114833},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AGEN.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."}