{"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/ARBE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ARBE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ARBE.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":"ARBE","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":0.6126000285148621,"previous_close":0.5920000076293945,"delta_neutral":0.30296877436509084,"gamma_neutral":0.6126000285148621,"gamma_max":0.6017950811265074,"total_open_interest":84976,"previous_open_interest":84788,"listed_contracts":24,"listed_calls":22,"listed_puts":12,"gamma_max_distance_pct":-1.7637849959865872,"delta_neutral_distance_pct":-50.543787093907945,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.22172949002217296,"call_open_interest":78802,"put_open_interest":6174,"put_call_open_interest_ratio":0.07834826527245502,"nearest_expiration_max_pain":0.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-18.380676342415533,"all_expiration_max_pain":1,"net_gamma_exposure":1613263.2845769555,"net_gamma_exposure_per_100k_open_interest":1898492.8504247733,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":1,"call_wall_distance_pct":63.23864731516894,"put_wall":1,"put_wall_distance_pct":63.23864731516894,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":711},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ARBE","price":0.61,"totalOi":84976,"analysisCoverage":0.7778,"avgIvPct":469.6,"ivRank":61.6,"iv52wHighPct":663.3,"iv52wLowPct":158.38,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-96.29,"riskReversal30dPp":-96.29,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.078,"putCallOiFrontRatio":0.002,"putCallVolumeFrontRatio":0.017,"optionVolume":207,"volumeOiRatio":0.002436,"netDeltaNormalized":0.595504,"dealerDeltaNormalized":-0.595504,"gexPer100kOi":10637.815383,"vannaPer100kOi":835.530032,"charmPer100kOi":-34180.239126,"weekendDeltaShiftPer100kOi":-102541.894182,"ivSurfaceRangePp":29.5,"gammaFlipDistancePct":null,"maxPainDistancePct":63.934426,"peakCallDistancePct":63.934426,"peakPutDistancePct":-18.032787},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ARBE.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."}