{"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/AXGN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AXGN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AXGN.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":"AXGN","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":37.38999938964844,"previous_close":39.91999816894531,"delta_neutral":23.587431259765218,"gamma_neutral":7.895963512901343,"gamma_max":37.24978493104156,"total_open_interest":10512,"previous_open_interest":8439,"listed_contracts":58,"listed_calls":35,"listed_puts":27,"gamma_max_distance_pct":-0.3750052444389611,"delta_neutral_distance_pct":-36.915133338313225,"gamma_neutral_distance_pct":-78.88215126559385,"open_interest_change_1d_pct":24.56452186277995,"call_open_interest":9810,"put_open_interest":702,"put_call_open_interest_ratio":0.07155963302752294,"nearest_expiration_max_pain":45,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":20.353037535642272,"all_expiration_max_pain":40,"net_gamma_exposure":863673.4445443999,"net_gamma_exposure_per_100k_open_interest":8216071.580521307,"gamma_exposure_flip":7.895963512901343,"gamma_exposure_flip_distance_pct":-78.88215126559385,"call_wall":40,"call_wall_distance_pct":6.980477809459797,"put_wall":50,"put_wall_distance_pct":33.725597261824745,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":2050},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"AXGN","price":37.39,"totalOi":10512,"analysisCoverage":0.8333,"avgIvPct":106.3,"ivRank":92.7,"iv52wHighPct":109.1,"iv52wLowPct":70.5,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-22.62,"riskReversal30dPp":-22.62,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.072,"putCallOiFrontRatio":0.091,"putCallVolumeFrontRatio":0.763,"optionVolume":21426,"volumeOiRatio":2.038242,"netDeltaNormalized":0.286369,"dealerDeltaNormalized":-0.286368,"gexPer100kOi":3105329.813546,"vannaPer100kOi":1398.401826,"charmPer100kOi":-2520253.04414,"weekendDeltaShiftPer100kOi":-7560749.619482,"ivSurfaceRangePp":43.9,"gammaFlipDistancePct":-9.173576,"maxPainDistancePct":6.980476,"peakCallDistancePct":-6.392083,"peakPutDistancePct":6.980476},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AXGN.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."}