{"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/ANDE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ANDE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ANDE.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":"ANDE","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":67.72000122070312,"previous_close":65.48999786376953,"delta_neutral":62.78904419594839,"gamma_neutral":62.43569174957961,"gamma_max":74.24691319760737,"total_open_interest":580,"previous_open_interest":579,"listed_contracts":49,"listed_calls":31,"listed_puts":19,"gamma_max_distance_pct":9.638086029609905,"delta_neutral_distance_pct":-7.281389450488163,"gamma_neutral_distance_pct":-7.8031739159331455,"open_interest_change_1d_pct":0.17271157167530224,"call_open_interest":416,"put_open_interest":164,"put_call_open_interest_ratio":0.3942307692307692,"nearest_expiration_max_pain":65,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-4.0165404188911555,"all_expiration_max_pain":65,"net_gamma_exposure":40024.43717714875,"net_gamma_exposure_per_100k_open_interest":6900765.030542888,"gamma_exposure_flip":62.43569174957961,"gamma_exposure_flip_distance_pct":-7.8031739159331455,"call_wall":70,"call_wall_distance_pct":3.366802625809525,"put_wall":60,"put_wall_distance_pct":-11.399883463591836,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3982},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ANDE","price":67.72,"totalOi":580,"analysisCoverage":0.8333,"avgIvPct":44.4,"ivRank":2.1,"iv52wHighPct":95.66,"iv52wLowPct":43.3,"frontDte":14,"frontAtmIvPct":31.8616,"backAtmIvPct":40.8301,"termPremiumPp":-8.9685,"expectedMoveFrontPct":6.24,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":23.37,"riskReversal30dPp":23.37,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.394,"putCallOiFrontRatio":1.085,"putCallVolumeFrontRatio":0,"optionVolume":51,"volumeOiRatio":0.087931,"netDeltaNormalized":0.113172,"dealerDeltaNormalized":-0.113155,"gexPer100kOi":4724000,"vannaPer100kOi":2241.37931,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":38.1,"gammaFlipDistancePct":2.259303,"maxPainDistancePct":-4.016539,"peakCallDistancePct":3.366804,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ANDE.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."}