{"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/ARR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ARR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ARR.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":"ARR","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":13.59000015258789,"previous_close":13.8100004196167,"delta_neutral":14.471946233712458,"gamma_neutral":14.257415523991428,"gamma_max":16.74174264535503,"total_open_interest":30559,"previous_open_interest":30036,"listed_contracts":108,"listed_calls":68,"listed_puts":64,"gamma_max_distance_pct":23.191629561291535,"delta_neutral_distance_pct":6.48966939824958,"gamma_neutral_distance_pct":4.911076997128981,"open_interest_change_1d_pct":1.741243840724464,"call_open_interest":18000,"put_open_interest":12559,"put_call_open_interest_ratio":0.6977222222222222,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":10.375274698901373,"all_expiration_max_pain":16,"net_gamma_exposure":-419593.4474718906,"net_gamma_exposure_per_100k_open_interest":-1373060.1376743042,"gamma_exposure_flip":14.257415523991428,"gamma_exposure_flip_distance_pct":4.911076997128981,"call_wall":14,"call_wall_distance_pct":3.016923052307948,"put_wall":14,"put_wall_distance_pct":3.016923052307948,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1273},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ARR","price":13.59,"totalOi":30559,"analysisCoverage":1,"avgIvPct":69.8,"ivRank":22.9,"iv52wHighPct":103.5,"iv52wLowPct":59.8,"frontDte":14,"frontAtmIvPct":34.823,"backAtmIvPct":28.057,"termPremiumPp":6.766,"expectedMoveFrontPct":6.82,"straddleFrontPct":5.52,"straddle30dPct":5.52,"riskReversalFrontPp":-162.94,"riskReversal30dPp":-162.94,"butterflyFrontPp":-5.69,"butterfly30dPp":-5.69,"putCallOiRatio":0.698,"putCallOiFrontRatio":0.622,"putCallVolumeFrontRatio":0.919,"optionVolume":682,"volumeOiRatio":0.022317,"netDeltaNormalized":-0.104804,"dealerDeltaNormalized":0.103285,"gexPer100kOi":201433.456592,"vannaPer100kOi":4705.651363,"charmPer100kOi":-126466.834648,"weekendDeltaShiftPer100kOi":-379397.231585,"ivSurfaceRangePp":121.2,"gammaFlipDistancePct":-33.922001,"maxPainDistancePct":17.733628,"peakCallDistancePct":10.375276,"peakPutDistancePct":-4.341428},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ARR.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."}