{"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/GAIN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GAIN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GAIN.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":"GAIN","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":15.65999984741211,"previous_close":15.739999771118164,"delta_neutral":12.474935884873368,"gamma_neutral":15.65999984741211,"gamma_max":17.37210554852953,"total_open_interest":9874,"previous_open_interest":9731,"listed_contracts":31,"listed_calls":20,"listed_puts":17,"gamma_max_distance_pct":10.932986703702639,"delta_neutral_distance_pct":-20.3388505336741,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":1.4695303668687698,"call_open_interest":9113,"put_open_interest":761,"put_call_open_interest_ratio":0.08350707780094371,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-4.214558453659101,"all_expiration_max_pain":15,"net_gamma_exposure":1192884.9640783074,"net_gamma_exposure_per_100k_open_interest":12081071.137110667,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":17.5,"call_wall_distance_pct":11.749681804064382,"put_wall":15,"put_wall_distance_pct":-4.214558453659101,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2093},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GAIN","price":15.66,"totalOi":9874,"analysisCoverage":0.9444,"avgIvPct":166.4,"ivRank":100,"iv52wHighPct":166.4,"iv52wLowPct":84.1,"frontDte":14,"frontAtmIvPct":82.2069,"backAtmIvPct":28.6194,"termPremiumPp":53.5875,"expectedMoveFrontPct":16.1,"straddleFrontPct":12.61,"straddle30dPct":12.61,"riskReversalFrontPp":107.08,"riskReversal30dPp":107.08,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.084,"putCallOiFrontRatio":0.104,"putCallVolumeFrontRatio":0,"optionVolume":3,"volumeOiRatio":0.000304,"netDeltaNormalized":0.153183,"dealerDeltaNormalized":-0.153183,"gexPer100kOi":2119256.025927,"vannaPer100kOi":3625.683614,"charmPer100kOi":-74083.451489,"weekendDeltaShiftPer100kOi":-222260.482074,"ivSurfaceRangePp":96,"gammaFlipDistancePct":-19.795658,"maxPainDistancePct":-4.214559,"peakCallDistancePct":11.749681,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GAIN.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."}