{"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/ALLY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ALLY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ALLY.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":"ALLY","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":37.90999984741211,"previous_close":37.650001525878906,"delta_neutral":38.10462879586492,"gamma_neutral":35.10230043184362,"gamma_max":38.596550317655336,"total_open_interest":77646,"previous_open_interest":75938,"listed_contracts":221,"listed_calls":126,"listed_puts":110,"gamma_max_distance_pct":1.8110009839266534,"delta_neutral_distance_pct":0.5133973865370395,"gamma_neutral_distance_pct":-7.406223758558411,"open_interest_change_1d_pct":2.249203297426848,"call_open_interest":41965,"put_open_interest":35681,"put_call_open_interest_ratio":0.8502561658524961,"nearest_expiration_max_pain":38,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.23740478224780157,"all_expiration_max_pain":39,"net_gamma_exposure":5956834.828035669,"net_gamma_exposure_per_100k_open_interest":7671785.833186087,"gamma_exposure_flip":35.10230043184362,"gamma_exposure_flip_distance_pct":-7.406223758558411,"call_wall":38,"call_wall_distance_pct":0.23740478224780157,"put_wall":38,"put_wall_distance_pct":0.23740478224780157,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":761},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ALLY","price":37.91,"totalOi":77646,"analysisCoverage":1,"avgIvPct":44.5,"ivRank":25.5,"iv52wHighPct":59.1,"iv52wLowPct":39.5,"frontDte":14,"frontAtmIvPct":29.5638,"backAtmIvPct":33.2699,"termPremiumPp":-3.7061,"expectedMoveFrontPct":5.79,"straddleFrontPct":4.22,"straddle30dPct":4.22,"riskReversalFrontPp":-109.3,"riskReversal30dPp":-109.3,"butterflyFrontPp":2.42,"butterfly30dPp":2.42,"putCallOiRatio":0.85,"putCallOiFrontRatio":0.378,"putCallVolumeFrontRatio":1.173,"optionVolume":947,"volumeOiRatio":0.012196,"netDeltaNormalized":-0.020336,"dealerDeltaNormalized":0.020319,"gexPer100kOi":2530302.591247,"vannaPer100kOi":2139.195838,"charmPer100kOi":-911127.424465,"weekendDeltaShiftPer100kOi":-2733380.985498,"ivSurfaceRangePp":127.8,"gammaFlipDistancePct":-1.239778,"maxPainDistancePct":2.875231,"peakCallDistancePct":8.150884,"peakPutDistancePct":-7.676075},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ALLY.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."}