{"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/GAU","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GAU.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GAU.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":"GAU","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":1.9900000095367432,"previous_close":1.9500000476837158,"delta_neutral":1.58452686661786,"gamma_neutral":1.9900000095367432,"gamma_max":2.040476801919484,"total_open_interest":16290,"previous_open_interest":16676,"listed_contracts":26,"listed_calls":24,"listed_puts":15,"gamma_max_distance_pct":2.53652221813263,"delta_neutral_distance_pct":-20.375534722398026,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-2.314703765891101,"call_open_interest":13022,"put_open_interest":3268,"put_call_open_interest_ratio":0.25095991399170636,"nearest_expiration_max_pain":2,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.5025120811725401,"all_expiration_max_pain":2,"net_gamma_exposure":891693.6283943292,"net_gamma_exposure_per_100k_open_interest":5473871.260861444,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":2.5,"call_wall_distance_pct":25.628140101465675,"put_wall":2.5,"put_wall_distance_pct":25.628140101465675,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":1720},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GAU","price":1.99,"totalOi":16290,"analysisCoverage":0.9444,"avgIvPct":147.8,"ivRank":63.5,"iv52wHighPct":176.44,"iv52wLowPct":98,"frontDte":14,"frontAtmIvPct":66.6335,"backAtmIvPct":65.3117,"termPremiumPp":1.3218,"expectedMoveFrontPct":13.05,"straddleFrontPct":36.43,"straddle30dPct":36.43,"riskReversalFrontPp":133.45,"riskReversal30dPp":133.45,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.251,"putCallOiFrontRatio":0.495,"putCallVolumeFrontRatio":0,"optionVolume":54,"volumeOiRatio":0.003315,"netDeltaNormalized":0.227209,"dealerDeltaNormalized":-0.225576,"gexPer100kOi":122187.23143,"vannaPer100kOi":1221.608349,"charmPer100kOi":-68766.11418,"weekendDeltaShiftPer100kOi":-206304.481277,"ivSurfaceRangePp":137.1,"gammaFlipDistancePct":null,"maxPainDistancePct":0.502513,"peakCallDistancePct":0.502513,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GAU.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."}