{"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/DEI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/DEI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/DEI.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":"DEI","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":9.819999694824219,"previous_close":9.710000038146973,"delta_neutral":8.956154028791936,"gamma_neutral":2.397938013801196,"gamma_max":10.787623216862384,"total_open_interest":28676,"previous_open_interest":29426,"listed_contracts":36,"listed_calls":19,"listed_puts":18,"gamma_max_distance_pct":9.853600326975224,"delta_neutral_distance_pct":-8.796799316476417,"gamma_neutral_distance_pct":-75.58107853032759,"open_interest_change_1d_pct":-2.548766397063821,"call_open_interest":23391,"put_open_interest":5285,"put_call_open_interest_ratio":0.2259416014706511,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.8329970546806957,"all_expiration_max_pain":12,"net_gamma_exposure":1428043.2514414487,"net_gamma_exposure_per_100k_open_interest":4979924.855075493,"gamma_exposure_flip":2.397938013801196,"gamma_exposure_flip_distance_pct":-75.58107853032759,"call_wall":14,"call_wall_distance_pct":42.566195876552975,"put_wall":12,"put_wall_distance_pct":22.199596465616835,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":1315},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"DEI","price":9.82,"totalOi":28676,"analysisCoverage":0.9444,"avgIvPct":105.3,"ivRank":20.9,"iv52wHighPct":233.7,"iv52wLowPct":71.33,"frontDte":14,"frontAtmIvPct":57.9533,"backAtmIvPct":39.2471,"termPremiumPp":18.7062,"expectedMoveFrontPct":11.35,"straddleFrontPct":8.91,"straddle30dPct":8.91,"riskReversalFrontPp":22.76,"riskReversal30dPp":22.76,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.226,"putCallOiFrontRatio":0.012,"putCallVolumeFrontRatio":4,"optionVolume":2006,"volumeOiRatio":0.069954,"netDeltaNormalized":0.086723,"dealerDeltaNormalized":-0.086723,"gexPer100kOi":522591.435347,"vannaPer100kOi":2067.931371,"charmPer100kOi":-2315277.584042,"weekendDeltaShiftPer100kOi":-6945829.264891,"ivSurfaceRangePp":257.1,"gammaFlipDistancePct":5.498982,"maxPainDistancePct":22.199593,"peakCallDistancePct":12.016293,"peakPutDistancePct":12.016293},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/DEI.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."}