{"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/DE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/DE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/DE.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":"DE","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":687,"previous_close":667.260009765625,"delta_neutral":645.0659634858828,"gamma_neutral":671.2221871478536,"gamma_max":738.0312909895506,"total_open_interest":53230,"previous_open_interest":55117,"listed_contracts":983,"listed_calls":606,"listed_puts":556,"gamma_max_distance_pct":7.428135515218427,"delta_neutral_distance_pct":-6.103935446014152,"gamma_neutral_distance_pct":-2.29662486930807,"open_interest_change_1d_pct":-3.423626104468676,"call_open_interest":25279,"put_open_interest":27951,"put_call_open_interest_ratio":1.1057003837177104,"nearest_expiration_max_pain":682.5,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-0.6550218340611353,"all_expiration_max_pain":640,"net_gamma_exposure":1117179.0571112365,"net_gamma_exposure_per_100k_open_interest":2098777.112739501,"gamma_exposure_flip":671.2221871478536,"gamma_exposure_flip_distance_pct":-2.29662486930807,"call_wall":700,"call_wall_distance_pct":1.8922852983988356,"put_wall":650,"put_wall_distance_pct":-5.385735080058224,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":957},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"DE","price":687,"totalOi":56863,"analysisCoverage":1,"avgIvPct":97.2,"ivRank":100,"iv52wHighPct":97.2,"iv52wLowPct":37.9,"frontDte":7,"frontAtmIvPct":32.6389,"backAtmIvPct":30.7044,"termPremiumPp":1.9345,"expectedMoveFrontPct":4.52,"straddleFrontPct":3.36,"straddle30dPct":5.84,"riskReversalFrontPp":6.73,"riskReversal30dPp":2.8,"butterflyFrontPp":9.62,"butterfly30dPp":-1.22,"putCallOiRatio":1.084,"putCallOiFrontRatio":0.595,"putCallVolumeFrontRatio":0.537,"optionVolume":2854,"volumeOiRatio":0.050191,"netDeltaNormalized":0.172188,"dealerDeltaNormalized":-0.172124,"gexPer100kOi":24783298.243146,"vannaPer100kOi":1336.545733,"charmPer100kOi":-1963283.681832,"weekendDeltaShiftPer100kOi":-5889851.045495,"ivSurfaceRangePp":110.5,"gammaFlipDistancePct":4.598253,"maxPainDistancePct":-6.841339,"peakCallDistancePct":-1.746725,"peakPutDistancePct":-1.018923},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/DE.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."}