{"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/DAX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/DAX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/DAX.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":"DAX","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":43.9900016784668,"previous_close":43.43000030517578,"delta_neutral":46.37079172518604,"gamma_neutral":50.0731143392094,"gamma_max":53.106304435815986,"total_open_interest":550,"previous_open_interest":519,"listed_contracts":40,"listed_calls":22,"listed_puts":18,"gamma_max_distance_pct":20.723579016846546,"delta_neutral_distance_pct":5.412116289790102,"gamma_neutral_distance_pct":13.828398337434702,"open_interest_change_1d_pct":5.973025048169557,"call_open_interest":132,"put_open_interest":418,"put_call_open_interest_ratio":3.1666666666666665,"nearest_expiration_max_pain":44,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.022728622759060554,"all_expiration_max_pain":45,"net_gamma_exposure":-165796.73091689005,"net_gamma_exposure_per_100k_open_interest":-30144860.16670728,"gamma_exposure_flip":50.0731143392094,"gamma_exposure_flip_distance_pct":13.828398337434702,"call_wall":44,"call_wall_distance_pct":0.022728622759060554,"put_wall":43,"put_wall_distance_pct":-2.2505152095763727,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4003},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"DAX","price":43.99,"totalOi":550,"analysisCoverage":0.8889,"avgIvPct":31.8,"ivRank":21.1,"iv52wHighPct":47.46,"iv52wLowPct":27.6,"frontDte":14,"frontAtmIvPct":27.3172,"backAtmIvPct":21.2338,"termPremiumPp":6.0834,"expectedMoveFrontPct":5.35,"straddleFrontPct":3.52,"straddle30dPct":3.52,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":3.167,"putCallOiFrontRatio":8.463,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":-0.186059,"dealerDeltaNormalized":0.183709,"gexPer100kOi":-11276138.181818,"vannaPer100kOi":1090.909091,"charmPer100kOi":1604181.818182,"weekendDeltaShiftPer100kOi":4812363.636364,"ivSurfaceRangePp":39.3,"gammaFlipDistancePct":null,"maxPainDistancePct":2.295976,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/DAX.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."}