{"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/DAN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/DAN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/DAN.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":"DAN","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":27.8799991607666,"previous_close":27.6299991607666,"delta_neutral":32.97256241378127,"gamma_neutral":37.821002850356095,"gamma_max":44.462231025011775,"total_open_interest":7189,"previous_open_interest":7013,"listed_contracts":125,"listed_calls":67,"listed_puts":73,"gamma_max_distance_pct":59.47716055737937,"delta_neutral_distance_pct":18.26600934831104,"gamma_neutral_distance_pct":35.6563988121589,"open_interest_change_1d_pct":2.509624982175959,"call_open_interest":2075,"put_open_interest":5114,"put_call_open_interest_ratio":2.464578313253012,"nearest_expiration_max_pain":29,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":4.0172197738423545,"all_expiration_max_pain":30,"net_gamma_exposure":-534844.2345088132,"net_gamma_exposure_per_100k_open_interest":-7439758.443577873,"gamma_exposure_flip":37.821002850356095,"gamma_exposure_flip_distance_pct":35.6563988121589,"call_wall":30,"call_wall_distance_pct":7.604020455698987,"put_wall":30,"put_wall_distance_pct":7.604020455698987,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":2326},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"DAN","price":27.88,"totalOi":7189,"analysisCoverage":1,"avgIvPct":60.7,"ivRank":1.9,"iv52wHighPct":92.21,"iv52wLowPct":60.1,"frontDte":14,"frontAtmIvPct":51.2644,"backAtmIvPct":56.4961,"termPremiumPp":-5.2317,"expectedMoveFrontPct":10.04,"straddleFrontPct":18.65,"straddle30dPct":18.65,"riskReversalFrontPp":42.31,"riskReversal30dPp":42.31,"butterflyFrontPp":1.03,"butterfly30dPp":1.03,"putCallOiRatio":2.465,"putCallOiFrontRatio":16.222,"putCallVolumeFrontRatio":0,"optionVolume":10,"volumeOiRatio":0.001391,"netDeltaNormalized":-0.197316,"dealerDeltaNormalized":0.19715,"gexPer100kOi":-2020667.408541,"vannaPer100kOi":3811.378495,"charmPer100kOi":107163.722354,"weekendDeltaShiftPer100kOi":321477.25692,"ivSurfaceRangePp":138.7,"gammaFlipDistancePct":null,"maxPainDistancePct":7.604017,"peakCallDistancePct":7.604017,"peakPutDistancePct":-6.743185},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/DAN.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."}