{"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/ALGM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ALGM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ALGM.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":"ALGM","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":39.529998779296875,"previous_close":36.380001068115234,"delta_neutral":29.336733485658918,"gamma_neutral":17.427449761447757,"gamma_max":34.813922433076996,"total_open_interest":24615,"previous_open_interest":24533,"listed_contracts":284,"listed_calls":204,"listed_puts":122,"gamma_max_distance_pct":-11.930373113722025,"delta_neutral_distance_pct":-25.78615129878652,"gamma_neutral_distance_pct":-55.913356186150274,"open_interest_change_1d_pct":0.33424367178901887,"call_open_interest":18081,"put_open_interest":6534,"put_call_open_interest_ratio":0.36137381781981087,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-11.459648163888586,"all_expiration_max_pain":35,"net_gamma_exposure":1528700.4658226676,"net_gamma_exposure_per_100k_open_interest":6210442.680571471,"gamma_exposure_flip":17.427449761447757,"gamma_exposure_flip_distance_pct":-55.913356186150274,"call_wall":35,"call_wall_distance_pct":-11.459648163888586,"put_wall":40,"put_wall_distance_pct":1.1889735269844726,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1423},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ALGM","price":39.53,"totalOi":24615,"analysisCoverage":1,"avgIvPct":76.6,"ivRank":25.7,"iv52wHighPct":87.27,"iv52wLowPct":72.9,"frontDte":14,"frontAtmIvPct":62.0381,"backAtmIvPct":73.4177,"termPremiumPp":-11.3796,"expectedMoveFrontPct":12.15,"straddleFrontPct":21.25,"straddle30dPct":21.25,"riskReversalFrontPp":9.77,"riskReversal30dPp":9.77,"butterflyFrontPp":-9.4,"butterfly30dPp":-9.4,"putCallOiRatio":0.361,"putCallOiFrontRatio":0.297,"putCallVolumeFrontRatio":0.047,"optionVolume":4536,"volumeOiRatio":0.184278,"netDeltaNormalized":0.374862,"dealerDeltaNormalized":-0.374848,"gexPer100kOi":2495948.8117,"vannaPer100kOi":-881.576275,"charmPer100kOi":-1842242.53504,"weekendDeltaShiftPer100kOi":-5526723.542555,"ivSurfaceRangePp":26.7,"gammaFlipDistancePct":-17.4298,"maxPainDistancePct":-11.459651,"peakCallDistancePct":-11.459651,"peakPutDistancePct":-5.13534},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ALGM.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."}