{"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/EXEL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/EXEL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/EXEL.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":"EXEL","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":58.38999938964844,"previous_close":57.939998626708984,"delta_neutral":56.31354028380566,"gamma_neutral":60.04108458298267,"gamma_max":65.39124185414938,"total_open_interest":52937,"previous_open_interest":53106,"listed_contracts":130,"listed_calls":111,"listed_puts":71,"gamma_max_distance_pct":11.99048216764008,"delta_neutral_distance_pct":-3.55618963443747,"gamma_neutral_distance_pct":2.8276848956894183,"open_interest_change_1d_pct":-0.31823146160509175,"call_open_interest":19762,"put_open_interest":33175,"put_call_open_interest_ratio":1.678726849509159,"nearest_expiration_max_pain":55,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-5.805787677828658,"all_expiration_max_pain":50,"net_gamma_exposure":-1273796.0249054811,"net_gamma_exposure_per_100k_open_interest":-2406248.984463572,"gamma_exposure_flip":60.04108458298267,"gamma_exposure_flip_distance_pct":2.8276848956894183,"call_wall":60,"call_wall_distance_pct":2.7573225332778275,"put_wall":50,"put_wall_distance_pct":-14.368897888935145,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":964},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"EXEL","price":58.39,"totalOi":52937,"analysisCoverage":0.9444,"avgIvPct":62.2,"ivRank":100,"iv52wHighPct":62.2,"iv52wLowPct":42.2,"frontDte":14,"frontAtmIvPct":34.4146,"backAtmIvPct":37.0091,"termPremiumPp":-2.5945,"expectedMoveFrontPct":6.74,"straddleFrontPct":5.65,"straddle30dPct":5.65,"riskReversalFrontPp":-0.78,"riskReversal30dPp":-0.78,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.679,"putCallOiFrontRatio":3.347,"putCallVolumeFrontRatio":0.015,"optionVolume":2007,"volumeOiRatio":0.037913,"netDeltaNormalized":0.134,"dealerDeltaNormalized":-0.134,"gexPer100kOi":-1222509.22795,"vannaPer100kOi":2070.385553,"charmPer100kOi":355771.955343,"weekendDeltaShiftPer100kOi":1067317.755067,"ivSurfaceRangePp":44.7,"gammaFlipDistancePct":-72.324028,"maxPainDistancePct":-14.368899,"peakCallDistancePct":2.757321,"peakPutDistancePct":-14.368899},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/EXEL.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."}