{"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/CHAT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CHAT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CHAT.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":"CHAT","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":95.2300033569336,"previous_close":93.38999938964844,"delta_neutral":81.03259644177338,"gamma_neutral":69.26390065723172,"gamma_max":95.72103390376721,"total_open_interest":5309,"previous_open_interest":5168,"listed_contracts":162,"listed_calls":102,"listed_puts":80,"gamma_max_distance_pct":0.5156258842007716,"delta_neutral_distance_pct":-14.90854396166155,"gamma_neutral_distance_pct":-27.266724545181187,"open_interest_change_1d_pct":2.7283281733746128,"call_open_interest":4160,"put_open_interest":1149,"put_call_open_interest_ratio":0.2762019230769231,"nearest_expiration_max_pain":87,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-8.642237810374262,"all_expiration_max_pain":85,"net_gamma_exposure":716515.9013358507,"net_gamma_exposure_per_100k_open_interest":13496249.789712766,"gamma_exposure_flip":69.26390065723172,"gamma_exposure_flip_distance_pct":-27.266724545181187,"call_wall":100,"call_wall_distance_pct":5.008922057041079,"put_wall":90,"put_wall_distance_pct":-5.49197014866303,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2539},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CHAT","price":95.23,"totalOi":5309,"analysisCoverage":1,"avgIvPct":41.2,"ivRank":8,"iv52wHighPct":97.51,"iv52wLowPct":36.3,"frontDte":14,"frontAtmIvPct":30.0745,"backAtmIvPct":34.6346,"termPremiumPp":-4.5601,"expectedMoveFrontPct":5.89,"straddleFrontPct":12.23,"straddle30dPct":12.23,"riskReversalFrontPp":37.3,"riskReversal30dPp":37.3,"butterflyFrontPp":0.12,"butterfly30dPp":0.12,"putCallOiRatio":0.276,"putCallOiFrontRatio":0.427,"putCallVolumeFrontRatio":0.222,"optionVolume":296,"volumeOiRatio":0.055754,"netDeltaNormalized":0.310505,"dealerDeltaNormalized":-0.308224,"gexPer100kOi":12794733.471464,"vannaPer100kOi":2166.132982,"charmPer100kOi":-706291.203617,"weekendDeltaShiftPer100kOi":-2118892.446788,"ivSurfaceRangePp":47.6,"gammaFlipDistancePct":-40.522944,"maxPainDistancePct":-10.742413,"peakCallDistancePct":5.008926,"peakPutDistancePct":-6.542056},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CHAT.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."}