{"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/AVXL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AVXL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AVXL.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":"AVXL","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":1.8200000524520874,"previous_close":1.8899999856948853,"delta_neutral":0.8515729681216568,"gamma_neutral":1.8200000524520874,"gamma_max":2.861458889115066,"total_open_interest":28182,"previous_open_interest":28175,"listed_contracts":39,"listed_calls":37,"listed_puts":20,"gamma_max_distance_pct":57.223011354303,"delta_neutral_distance_pct":-53.2102778253038,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.02484472049689441,"call_open_interest":25124,"put_open_interest":3058,"put_call_open_interest_ratio":0.12171628721541156,"nearest_expiration_max_pain":3,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":64.83516008464383,"all_expiration_max_pain":3,"net_gamma_exposure":119688.17579753952,"net_gamma_exposure_per_100k_open_interest":424697.23865424574,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":3,"call_wall_distance_pct":64.83516008464383,"put_wall":2,"put_wall_distance_pct":9.890106723095888,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1328},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"AVXL","price":1.82,"totalOi":28182,"analysisCoverage":0.8333,"avgIvPct":694.7,"ivRank":100,"iv52wHighPct":694.7,"iv52wLowPct":144.01,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-183.82,"riskReversal30dPp":-183.82,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.122,"putCallOiFrontRatio":0.294,"putCallVolumeFrontRatio":0,"optionVolume":375,"volumeOiRatio":0.013306,"netDeltaNormalized":0.520659,"dealerDeltaNormalized":-0.514636,"gexPer100kOi":5241.359733,"vannaPer100kOi":1401.603861,"charmPer100kOi":-11227.024342,"weekendDeltaShiftPer100kOi":-33677.524661,"ivSurfaceRangePp":18.9,"gammaFlipDistancePct":619.230769,"maxPainDistancePct":64.835165,"peakCallDistancePct":9.89011,"peakPutDistancePct":174.725275},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AVXL.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."}