{"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/DAVE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/DAVE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/DAVE.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":"DAVE","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":346.57000732421875,"previous_close":339.5899963378906,"delta_neutral":317.36173895410786,"gamma_neutral":376.21676845773777,"gamma_max":479.91960382307093,"total_open_interest":21971,"previous_open_interest":24482,"listed_contracts":629,"listed_calls":385,"listed_puts":374,"gamma_max_distance_pct":38.47695809813764,"delta_neutral_distance_pct":-8.427811914718385,"gamma_neutral_distance_pct":8.554335489794495,"open_interest_change_1d_pct":-10.256514990605343,"call_open_interest":11563,"put_open_interest":10408,"put_call_open_interest_ratio":0.9001124275706996,"nearest_expiration_max_pain":345,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-0.45301303951267685,"all_expiration_max_pain":320,"net_gamma_exposure":-196711.39102251004,"net_gamma_exposure_per_100k_open_interest":-895322.8848141189,"gamma_exposure_flip":376.21676845773777,"gamma_exposure_flip_distance_pct":8.554335489794495,"call_wall":370,"call_wall_distance_pct":6.760536740232781,"put_wall":320,"put_wall_distance_pct":-7.666562819258135,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1504},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"DAVE","price":346.57,"totalOi":24647,"analysisCoverage":1,"avgIvPct":176.8,"ivRank":73.6,"iv52wHighPct":210.5,"iv52wLowPct":82.8,"frontDte":7,"frontAtmIvPct":71.9212,"backAtmIvPct":78.1393,"termPremiumPp":-6.2181,"expectedMoveFrontPct":9.96,"straddleFrontPct":10.7,"straddle30dPct":10.7,"riskReversalFrontPp":-70.99,"riskReversal30dPp":7.12,"butterflyFrontPp":-1.78,"butterfly30dPp":-1.78,"putCallOiRatio":0.797,"putCallOiFrontRatio":0.916,"putCallVolumeFrontRatio":0.965,"optionVolume":1043,"volumeOiRatio":0.042318,"netDeltaNormalized":0.165648,"dealerDeltaNormalized":-0.165649,"gexPer100kOi":3055855.885098,"vannaPer100kOi":-32.458311,"charmPer100kOi":-1209936.300564,"weekendDeltaShiftPer100kOi":-3629808.901692,"ivSurfaceRangePp":47.4,"gammaFlipDistancePct":-31.837724,"maxPainDistancePct":-7.666561,"peakCallDistancePct":8.203249,"peakPutDistancePct":-7.666561},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/DAVE.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."}