{"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/AGG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AGG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AGG.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":"AGG","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":94.25,"previous_close":94.41999816894531,"delta_neutral":93.99253607240699,"gamma_neutral":94.25,"gamma_max":96.7418850926629,"total_open_interest":1873,"previous_open_interest":1973,"listed_contracts":68,"listed_calls":36,"listed_puts":32,"gamma_max_distance_pct":2.6439099126396792,"delta_neutral_distance_pct":-0.2731712759607514,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-5.068423720223011,"call_open_interest":1475,"put_open_interest":398,"put_call_open_interest_ratio":0.2698305084745763,"nearest_expiration_max_pain":96,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.8567639257294428,"all_expiration_max_pain":96,"net_gamma_exposure":455270.845079054,"net_gamma_exposure_per_100k_open_interest":24307039.2460787,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":96,"call_wall_distance_pct":1.8567639257294428,"put_wall":94,"put_wall_distance_pct":-0.2652519893899204,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":3258},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"AGG","price":94.25,"totalOi":1873,"analysisCoverage":0.9444,"avgIvPct":12.7,"ivRank":5.4,"iv52wHighPct":66.94,"iv52wLowPct":9.6,"frontDte":14,"frontAtmIvPct":11.7438,"backAtmIvPct":7.9968,"termPremiumPp":3.747,"expectedMoveFrontPct":2.3,"straddleFrontPct":2.94,"straddle30dPct":2.94,"riskReversalFrontPp":8.69,"riskReversal30dPp":8.69,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.27,"putCallOiFrontRatio":0.193,"putCallVolumeFrontRatio":2.391,"optionVolume":201,"volumeOiRatio":0.107314,"netDeltaNormalized":0.05135,"dealerDeltaNormalized":-0.050966,"gexPer100kOi":34354499.199146,"vannaPer100kOi":2455.953017,"charmPer100kOi":-1113721.302723,"weekendDeltaShiftPer100kOi":-3341110.517886,"ivSurfaceRangePp":82.1,"gammaFlipDistancePct":1.453581,"maxPainDistancePct":1.856764,"peakCallDistancePct":1.856764,"peakPutDistancePct":0.795756},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AGG.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."}