{"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/ANGO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ANGO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ANGO.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":"ANGO","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":15.109999656677246,"previous_close":15.119999885559082,"delta_neutral":11.649631006166175,"gamma_neutral":8.601101218927212,"gamma_max":15.926156890770297,"total_open_interest":1763,"previous_open_interest":1709,"listed_contracts":25,"listed_calls":19,"listed_puts":12,"gamma_max_distance_pct":5.401437806998121,"delta_neutral_distance_pct":-22.901182853315973,"gamma_neutral_distance_pct":-43.07676099035312,"open_interest_change_1d_pct":3.159742539496782,"call_open_interest":1078,"put_open_interest":685,"put_call_open_interest_ratio":0.6354359925788498,"nearest_expiration_max_pain":12.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-17.273327041565242,"all_expiration_max_pain":12.5,"net_gamma_exposure":98409.70373489712,"net_gamma_exposure_per_100k_open_interest":5581945.759211408,"gamma_exposure_flip":8.601101218927212,"gamma_exposure_flip_distance_pct":-43.07676099035312,"call_wall":17.5,"call_wall_distance_pct":15.81734214180866,"put_wall":15,"put_wall_distance_pct":-0.7279924498782914,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3308},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ANGO","price":15.11,"totalOi":1763,"analysisCoverage":0.8889,"avgIvPct":125.4,"ivRank":80.8,"iv52wHighPct":134.23,"iv52wLowPct":88.3,"frontDte":14,"frontAtmIvPct":99.3631,"backAtmIvPct":81.9603,"termPremiumPp":17.4028,"expectedMoveFrontPct":19.46,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":117.39,"riskReversal30dPp":117.39,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.635,"putCallOiFrontRatio":0.72,"putCallVolumeFrontRatio":1,"optionVolume":35,"volumeOiRatio":0.019853,"netDeltaNormalized":0.208077,"dealerDeltaNormalized":-0.193914,"gexPer100kOi":988659.1038,"vannaPer100kOi":1701.644923,"charmPer100kOi":-92229.15485,"weekendDeltaShiftPer100kOi":-276744.186047,"ivSurfaceRangePp":118.3,"gammaFlipDistancePct":-16.082065,"maxPainDistancePct":-17.273329,"peakCallDistancePct":15.81734,"peakPutDistancePct":-66.909332},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ANGO.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."}