{"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/AUPH","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AUPH.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AUPH.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":"AUPH","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":15.829999923706055,"previous_close":15.949999809265137,"delta_neutral":15.59628201064268,"gamma_neutral":15.05484255515866,"gamma_max":19.073776155257896,"total_open_interest":41781,"previous_open_interest":41567,"listed_contracts":87,"listed_calls":71,"listed_puts":40,"gamma_max_distance_pct":20.491321839453438,"delta_neutral_distance_pct":-1.4764239683499478,"gamma_neutral_distance_pct":-4.8967616695093374,"open_interest_change_1d_pct":0.5148314768927275,"call_open_interest":27039,"put_open_interest":14742,"put_call_open_interest_ratio":0.5452124708754021,"nearest_expiration_max_pain":16,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.0739107840383715,"all_expiration_max_pain":15,"net_gamma_exposure":801046.3980993476,"net_gamma_exposure_per_100k_open_interest":1917250.4202851716,"gamma_exposure_flip":15.05484255515866,"gamma_exposure_flip_distance_pct":-4.8967616695093374,"call_wall":20,"call_wall_distance_pct":26.342388480047962,"put_wall":15,"put_wall_distance_pct":-5.243208639964027,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1093},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"AUPH","price":15.83,"totalOi":41781,"analysisCoverage":1,"avgIvPct":93.1,"ivRank":60,"iv52wHighPct":110.2,"iv52wLowPct":67.4,"frontDte":14,"frontAtmIvPct":43.5033,"backAtmIvPct":50.6828,"termPremiumPp":-7.1795,"expectedMoveFrontPct":8.52,"straddleFrontPct":6.63,"straddle30dPct":6.63,"riskReversalFrontPp":-4.46,"riskReversal30dPp":-4.46,"butterflyFrontPp":12.16,"butterfly30dPp":12.16,"putCallOiRatio":0.545,"putCallOiFrontRatio":0.184,"putCallVolumeFrontRatio":0.045,"optionVolume":1387,"volumeOiRatio":0.033197,"netDeltaNormalized":0.052246,"dealerDeltaNormalized":-0.052247,"gexPer100kOi":194606.208564,"vannaPer100kOi":4176.539575,"charmPer100kOi":-133335.726766,"weekendDeltaShiftPer100kOi":-400007.180297,"ivSurfaceRangePp":92.8,"gammaFlipDistancePct":25.268478,"maxPainDistancePct":-5.243209,"peakCallDistancePct":89.513582,"peakPutDistancePct":26.342388},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AUPH.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."}