{"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/DJT","markdown_url":"https://halfonadouble.com/stock/DJT.md","history_url":"https://halfonadouble.com/api/v1/history/DJT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/DJT.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":"DJT","page_tier":"A","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":8.90999984741211,"previous_close":8.789999961853027,"delta_neutral":8.89619382132157,"gamma_neutral":8.377345727338666,"gamma_max":10.745203558014232,"total_open_interest":498154,"previous_open_interest":511072,"listed_contracts":364,"listed_calls":234,"listed_puts":179,"gamma_max_distance_pct":20.59712392851672,"delta_neutral_distance_pct":-0.15494979042620396,"gamma_neutral_distance_pct":-5.9781608214971165,"open_interest_change_1d_pct":-2.52762820111452,"call_open_interest":306152,"put_open_interest":192002,"put_call_open_interest_ratio":0.6271459928401578,"nearest_expiration_max_pain":9,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":1.0101027399459606,"all_expiration_max_pain":10,"net_gamma_exposure":4362276.116398742,"net_gamma_exposure_per_100k_open_interest":875688.264351735,"gamma_exposure_flip":8.377345727338666,"gamma_exposure_flip_distance_pct":-5.9781608214971165,"call_wall":10,"call_wall_distance_pct":12.233447488828846,"put_wall":8,"put_wall_distance_pct":-10.213242008936923,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":200},"history_summary":{"first_date":"2024-03-26","last_date":"2026-10-02","session_count":561,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":1.5873015873015872,"gamma_max_cross_count":6,"delta_neutral_cross_count":28,"gamma_max_prior_sessions_closer_pct":49.2063492063492,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":0.7936507936507936,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":38.492063492063494,"open_interest_change_1d_contracts":-12918,"open_interest_change_z_252":-0.3760749835163862,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":2.6753288510925977,"open_interest_change_21_sessions_pct":-10.671300281172892,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-8762,"put_change_contracts":-4156,"call_growth_pct":-2.7823469264624627,"put_growth_pct":-2.118700231446079,"call_minus_put_growth_pp":-0.6636466950163835},"five_sessions":{"call_change_contracts":13003,"put_change_contracts":-23,"call_growth_pct":4.435628298237415,"put_growth_pct":-0.011977607082411143,"call_minus_put_growth_pp":4.447605905319826},"call_change_surprise":{"z_score":-0.41176773604086037,"comparison_sessions":252},"put_change_surprise":{"z_score":-0.2633593725298022,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":-0.17018465322521584,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":53.57110102030368,"directional_score":2.834645669291339,"catalyst_reasons":["smile convexity 49.5 pp","IV rank 100"],"features":{"symbol":"DJT","price":8.91,"totalOi":514265,"analysisCoverage":1,"avgIvPct":373.4,"ivRank":100,"iv52wHighPct":373.4,"iv52wLowPct":113.24,"frontDte":7,"frontAtmIvPct":63.256,"backAtmIvPct":66.3215,"termPremiumPp":-3.0655,"expectedMoveFrontPct":8.76,"straddleFrontPct":5.61,"straddle30dPct":13.02,"riskReversalFrontPp":-0.66,"riskReversal30dPp":-9.33,"butterflyFrontPp":49.53,"butterfly30dPp":-5.01,"putCallOiRatio":0.616,"putCallOiFrontRatio":0.269,"putCallVolumeFrontRatio":0.522,"optionVolume":13387,"volumeOiRatio":0.026031,"netDeltaNormalized":0.012123,"dealerDeltaNormalized":-0.012104,"gexPer100kOi":79836.389799,"vannaPer100kOi":2696.664171,"charmPer100kOi":-23631.785169,"weekendDeltaShiftPer100kOi":-70895.54996,"ivSurfaceRangePp":105,"gammaFlipDistancePct":41.526375,"maxPainDistancePct":12.233446,"peakCallDistancePct":1.010101,"peakPutDistancePct":1.010101},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/DJT.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":[{"direction":"above","event_count":7,"completed_path_count":7,"latest_cross_date":"2026-07-15","horizons":[{"sessions":1,"sample_size":7,"median_return_pct":-2.3658566358612854,"p25_return_pct":-2.9984231446046614,"p75_return_pct":3.555373811268947,"above_zero_pct":42.857142857142854,"median_interval_low_pct":-9.716192899109988,"median_interval_high_pct":21.591783524210207,"median_interval_nominal_coverage_pct":98.4375,"confidence_floor_pct":0},{"sessions":3,"sample_size":7,"median_return_pct":0,"p25_return_pct":-4.039726592801718,"p75_return_pct":1.5739760510363965,"above_zero_pct":42.857142857142854,"median_interval_low_pct":-18.024388755240096,"median_interval_high_pct":2.7342711318309343,"median_interval_nominal_coverage_pct":98.4375,"confidence_floor_pct":0},{"sessions":5,"sample_size":7,"median_return_pct":-6.508236367427367,"p25_return_pct":-13.639170353726616,"p75_return_pct":0.47736826677337074,"above_zero_pct":28.57142857142857,"median_interval_low_pct":-21.54043936497191,"median_interval_high_pct":6.608475096259259,"median_interval_nominal_coverage_pct":98.4375,"confidence_floor_pct":0},{"sessions":10,"sample_size":7,"median_return_pct":2.925817090641525,"p25_return_pct":-14.08624660591148,"p75_return_pct":17.976913981035544,"above_zero_pct":57.14285714285714,"median_interval_low_pct":-22.292681438166927,"median_interval_high_pct":58.1302150381094,"median_interval_nominal_coverage_pct":98.4375,"confidence_floor_pct":0}]},{"direction":"below","event_count":5,"completed_path_count":5,"latest_cross_date":"2026-07-02","horizons":[{"sessions":1,"sample_size":5,"median_return_pct":3.7611268470745474,"p25_return_pct":1.405150891043383,"p75_return_pct":4.162434837905371,"above_zero_pct":80,"median_interval_low_pct":-11.091678146653628,"median_interval_high_pct":8.762663973181128,"median_interval_nominal_coverage_pct":93.75,"confidence_floor_pct":0},{"sessions":3,"sample_size":5,"median_return_pct":-0.5854823297213985,"p25_return_pct":-16.187858455763237,"p75_return_pct":-0.30457548714359906,"above_zero_pct":20,"median_interval_low_pct":-25.380068207043983,"median_interval_high_pct":1.7280821640259791,"median_interval_nominal_coverage_pct":93.75,"confidence_floor_pct":0},{"sessions":5,"sample_size":5,"median_return_pct":-14.58703452693777,"p25_return_pct":-26.217834753751422,"p75_return_pct":-6.903556130363531,"above_zero_pct":0,"median_interval_low_pct":-27.491554666318706,"median_interval_high_pct":0,"median_interval_nominal_coverage_pct":93.75,"confidence_floor_pct":0},{"sessions":10,"sample_size":5,"median_return_pct":-18.500632939248106,"p25_return_pct":-23.007742606367444,"p75_return_pct":-7.10660645512593,"above_zero_pct":20,"median_interval_low_pct":-29.455237717818726,"median_interval_high_pct":13.114752816884812,"median_interval_nominal_coverage_pct":93.75,"confidence_floor_pct":0}]}],"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."}