{"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/AN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AN.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":"AN","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":162.4600067138672,"previous_close":164.99000549316406,"delta_neutral":183.30588361266,"gamma_neutral":202.7800586655801,"gamma_max":234.35618120835693,"total_open_interest":4656,"previous_open_interest":4484,"listed_contracts":157,"listed_calls":92,"listed_puts":73,"gamma_max_distance_pct":44.25469132296476,"delta_neutral_distance_pct":12.831389903551857,"gamma_neutral_distance_pct":24.818447793570904,"open_interest_change_1d_pct":3.8358608385370205,"call_open_interest":1249,"put_open_interest":3407,"put_call_open_interest_ratio":2.7277822257806243,"nearest_expiration_max_pain":175,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":7.718818643297784,"all_expiration_max_pain":180,"net_gamma_exposure":-951324.2633009658,"net_gamma_exposure_per_100k_open_interest":-20432222.149934832,"gamma_exposure_flip":202.7800586655801,"gamma_exposure_flip_distance_pct":24.818447793570904,"call_wall":180,"call_wall_distance_pct":10.796499175963435,"put_wall":170,"put_wall_distance_pct":4.641138110632133,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2621},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"AN","price":162.46,"totalOi":4656,"analysisCoverage":0.9444,"avgIvPct":53.5,"ivRank":24.1,"iv52wHighPct":71.47,"iv52wLowPct":47.8,"frontDte":14,"frontAtmIvPct":39.4185,"backAtmIvPct":41.6761,"termPremiumPp":-2.2576,"expectedMoveFrontPct":7.72,"straddleFrontPct":5.85,"straddle30dPct":5.85,"riskReversalFrontPp":-7.44,"riskReversal30dPp":-7.44,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2.728,"putCallOiFrontRatio":6.011,"putCallVolumeFrontRatio":0.5,"optionVolume":54,"volumeOiRatio":0.011598,"netDeltaNormalized":-0.365496,"dealerDeltaNormalized":0.365496,"gexPer100kOi":-35888272.9811,"vannaPer100kOi":-644.329897,"charmPer100kOi":7265012.886598,"weekendDeltaShiftPer100kOi":21795038.659794,"ivSurfaceRangePp":31.1,"gammaFlipDistancePct":null,"maxPainDistancePct":10.796504,"peakCallDistancePct":4.641142,"peakPutDistancePct":-13.824942},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AN.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."}