{"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/AVUS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AVUS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AVUS.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":"AVUS","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":129.5800018310547,"previous_close":128.7100067138672,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":103,"previous_open_interest":103,"listed_contracts":9,"listed_calls":8,"listed_puts":2,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":82,"put_open_interest":21,"put_call_open_interest_ratio":0.25609756097560976,"nearest_expiration_max_pain":127,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.991049386168764,"all_expiration_max_pain":117,"net_gamma_exposure":14912.3887466451,"net_gamma_exposure_per_100k_open_interest":14478047.326839902,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":117,"call_wall_distance_pct":-9.708289591982247,"put_wall":122,"put_wall_distance_pct":-5.849669489075506,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4735},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"AVUS","price":129.58,"totalOi":103,"analysisCoverage":0.7778,"avgIvPct":12.9,"ivRank":6.6,"iv52wHighPct":42.51,"iv52wLowPct":10.8,"frontDte":14,"frontAtmIvPct":17.1562,"backAtmIvPct":10.9078,"termPremiumPp":6.2484,"expectedMoveFrontPct":3.36,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.256,"putCallOiFrontRatio":0.333,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.009709,"netDeltaNormalized":0.615294,"dealerDeltaNormalized":-0.60932,"gexPer100kOi":18103271.84466,"vannaPer100kOi":-2912.621359,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":0.4,"gammaFlipDistancePct":null,"maxPainDistancePct":-9.708288,"peakCallDistancePct":null,"peakPutDistancePct":-1.991048},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AVUS.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."}