{"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/AGIO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AGIO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AGIO.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":"AGIO","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":31.799999237060547,"previous_close":32.47999954223633,"delta_neutral":18.707187684298802,"gamma_neutral":10.177848752190233,"gamma_max":25.3195047230943,"total_open_interest":53755,"previous_open_interest":53081,"listed_contracts":90,"listed_calls":60,"listed_puts":47,"gamma_max_distance_pct":-20.37891405485856,"delta_neutral_distance_pct":-41.172364361264016,"gamma_neutral_distance_pct":-67.99418554598988,"open_interest_change_1d_pct":1.2697575403628416,"call_open_interest":46092,"put_open_interest":7663,"put_call_open_interest_ratio":0.16625444762648617,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":10.062895722368726,"all_expiration_max_pain":30,"net_gamma_exposure":3837160.875061883,"net_gamma_exposure_per_100k_open_interest":7138239.931284315,"gamma_exposure_flip":10.177848752190233,"gamma_exposure_flip_distance_pct":-67.99418554598988,"call_wall":30,"call_wall_distance_pct":-5.660375095112521,"put_wall":25,"put_wall_distance_pct":-21.383645912593767,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":954},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"AGIO","price":31.8,"totalOi":53755,"analysisCoverage":0.8333,"avgIvPct":92.3,"ivRank":55.3,"iv52wHighPct":103.03,"iv52wLowPct":79,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-17.47,"riskReversal30dPp":-17.47,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.166,"putCallOiFrontRatio":0.722,"putCallVolumeFrontRatio":0,"optionVolume":197,"volumeOiRatio":0.003665,"netDeltaNormalized":0.456328,"dealerDeltaNormalized":-0.456328,"gexPer100kOi":2054090.019533,"vannaPer100kOi":-2003.534555,"charmPer100kOi":-34878.615943,"weekendDeltaShiftPer100kOi":-104633.987536,"ivSurfaceRangePp":88.3,"gammaFlipDistancePct":-20.283019,"maxPainDistancePct":-5.660377,"peakCallDistancePct":-60.691824,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AGIO.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."}