{"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/ANNX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ANNX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ANNX.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":"ANNX","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":4.190000057220459,"previous_close":4.119999885559082,"delta_neutral":2.3469631014574097,"gamma_neutral":0.9881162339414988,"gamma_max":4.715757930929744,"total_open_interest":56423,"previous_open_interest":56231,"listed_contracts":51,"listed_calls":50,"listed_puts":27,"gamma_max_distance_pct":12.547920442226904,"delta_neutral_distance_pct":-43.98656158934933,"gamma_neutral_distance_pct":-76.41727397500347,"open_interest_change_1d_pct":0.34144866710533334,"call_open_interest":34356,"put_open_interest":22067,"put_call_open_interest_ratio":0.6423041099080219,"nearest_expiration_max_pain":5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":19.3317406137907,"all_expiration_max_pain":5,"net_gamma_exposure":931727.1153119161,"net_gamma_exposure_per_100k_open_interest":1651325.018719168,"gamma_exposure_flip":0.9881162339414988,"gamma_exposure_flip_distance_pct":-76.41727397500347,"call_wall":5,"call_wall_distance_pct":19.3317406137907,"put_wall":5,"put_wall_distance_pct":19.3317406137907,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":922},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ANNX","price":4.19,"totalOi":56423,"analysisCoverage":0.9444,"avgIvPct":287.4,"ivRank":46.7,"iv52wHighPct":400.7,"iv52wLowPct":188.05,"frontDte":14,"frontAtmIvPct":119.9404,"backAtmIvPct":118.56,"termPremiumPp":1.3804,"expectedMoveFrontPct":23.49,"straddleFrontPct":79.36,"straddle30dPct":79.36,"riskReversalFrontPp":22.32,"riskReversal30dPp":22.32,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.642,"putCallOiFrontRatio":0.686,"putCallVolumeFrontRatio":0,"optionVolume":180,"volumeOiRatio":0.00319,"netDeltaNormalized":0.136712,"dealerDeltaNormalized":-0.13049,"gexPer100kOi":61921.397303,"vannaPer100kOi":1049.217518,"charmPer100kOi":-149859.100012,"weekendDeltaShiftPer100kOi":-449579.072364,"ivSurfaceRangePp":154.2,"gammaFlipDistancePct":-24.821002,"maxPainDistancePct":19.331742,"peakCallDistancePct":-4.534606,"peakPutDistancePct":-28.400955},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ANNX.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."}