{"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/AVAV","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AVAV.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AVAV.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":"AVAV","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":140.82000732421875,"previous_close":140.30999755859375,"delta_neutral":149.97008945643785,"gamma_neutral":145.69285888154099,"gamma_max":173.6475698310831,"total_open_interest":60844,"previous_open_interest":64578,"listed_contracts":657,"listed_calls":397,"listed_puts":309,"gamma_max_distance_pct":23.311717653361143,"delta_neutral_distance_pct":6.497714569175024,"gamma_neutral_distance_pct":3.460340366339538,"open_interest_change_1d_pct":-5.7821549134380135,"call_open_interest":33909,"put_open_interest":26935,"put_call_open_interest_ratio":0.7943318882892447,"nearest_expiration_max_pain":150,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":6.518954834766892,"all_expiration_max_pain":160,"net_gamma_exposure":-603591.3304201105,"net_gamma_exposure_per_100k_open_interest":-992030.9815595793,"gamma_exposure_flip":145.69285888154099,"gamma_exposure_flip_distance_pct":3.460340366339538,"call_wall":150,"call_wall_distance_pct":6.518954834766892,"put_wall":140,"put_wall_distance_pct":-0.5823088208842339,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":879},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"AVAV","price":140.82,"totalOi":66833,"analysisCoverage":1,"avgIvPct":206.3,"ivRank":64.8,"iv52wHighPct":275.6,"iv52wLowPct":78.6,"frontDte":7,"frontAtmIvPct":60.2231,"backAtmIvPct":58.2156,"termPremiumPp":2.0075,"expectedMoveFrontPct":8.34,"straddleFrontPct":6.14,"straddle30dPct":11.72,"riskReversalFrontPp":-6.82,"riskReversal30dPp":-4.15,"butterflyFrontPp":-2.67,"butterfly30dPp":-1.88,"putCallOiRatio":0.81,"putCallOiFrontRatio":1.296,"putCallVolumeFrontRatio":0.561,"optionVolume":5781,"volumeOiRatio":0.086499,"netDeltaNormalized":-0.068428,"dealerDeltaNormalized":0.068297,"gexPer100kOi":-5290787.904179,"vannaPer100kOi":2789.041342,"charmPer100kOi":1325996.139632,"weekendDeltaShiftPer100kOi":3977986.922628,"ivSurfaceRangePp":92.3,"gammaFlipDistancePct":null,"maxPainDistancePct":10.069592,"peakCallDistancePct":6.51896,"peakPutDistancePct":-0.582304},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AVAV.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."}