{"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/ARVN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ARVN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ARVN.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":"ARVN","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":7.409999847412109,"previous_close":7.429999828338623,"delta_neutral":5.6740991709992254,"gamma_neutral":7.409999847412109,"gamma_max":8.18066182638029,"total_open_interest":6544,"previous_open_interest":6537,"listed_contracts":57,"listed_calls":52,"listed_puts":19,"gamma_max_distance_pct":10.400296826420693,"delta_neutral_distance_pct":-23.42646035302059,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.10708275967569222,"call_open_interest":5648,"put_open_interest":896,"put_call_open_interest_ratio":0.15864022662889518,"nearest_expiration_max_pain":8,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":7.962215448546115,"all_expiration_max_pain":8,"net_gamma_exposure":408970.2227052038,"net_gamma_exposure_per_100k_open_interest":6249544.967989055,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":8,"call_wall_distance_pct":7.962215448546115,"put_wall":7,"put_wall_distance_pct":-5.5330614825221485,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2394},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ARVN","price":7.41,"totalOi":6544,"analysisCoverage":0.8333,"avgIvPct":231.2,"ivRank":100,"iv52wHighPct":231.2,"iv52wLowPct":100.6,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-87.3,"riskReversal30dPp":-87.3,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.159,"putCallOiFrontRatio":0.182,"putCallVolumeFrontRatio":0,"optionVolume":68,"volumeOiRatio":0.010391,"netDeltaNormalized":0.325437,"dealerDeltaNormalized":-0.325186,"gexPer100kOi":474795.232274,"vannaPer100kOi":3010.391198,"charmPer100kOi":-256402.811736,"weekendDeltaShiftPer100kOi":-769208.435208,"ivSurfaceRangePp":141.2,"gammaFlipDistancePct":-2.564103,"maxPainDistancePct":7.962213,"peakCallDistancePct":7.962213,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ARVN.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."}