{"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/GBX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GBX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GBX.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":"GBX","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":40.58000183105469,"previous_close":40.09000015258789,"delta_neutral":38.38761331210916,"gamma_neutral":31.916263309977644,"gamma_max":45.74718149412041,"total_open_interest":3300,"previous_open_interest":3290,"listed_contracts":87,"listed_calls":48,"listed_puts":41,"gamma_max_distance_pct":12.733315500028963,"delta_neutral_distance_pct":-5.402632873386804,"gamma_neutral_distance_pct":-21.34977360806065,"open_interest_change_1d_pct":0.303951367781155,"call_open_interest":2326,"put_open_interest":974,"put_call_open_interest_ratio":0.41874462596732587,"nearest_expiration_max_pain":42.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":4.731390050051684,"all_expiration_max_pain":42.5,"net_gamma_exposure":185437.92370233437,"net_gamma_exposure_per_100k_open_interest":5619331.02128286,"gamma_exposure_flip":31.916263309977644,"gamma_exposure_flip_distance_pct":-21.34977360806065,"call_wall":45,"call_wall_distance_pct":10.8920600529959,"put_wall":40,"put_wall_distance_pct":-1.429279952892533,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2852},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GBX","price":40.58,"totalOi":3300,"analysisCoverage":0.9444,"avgIvPct":51.4,"ivRank":17,"iv52wHighPct":77.28,"iv52wLowPct":46.1,"frontDte":14,"frontAtmIvPct":33.2402,"backAtmIvPct":42.6314,"termPremiumPp":-9.3912,"expectedMoveFrontPct":6.51,"straddleFrontPct":6.41,"straddle30dPct":6.41,"riskReversalFrontPp":-36.07,"riskReversal30dPp":-36.07,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.419,"putCallOiFrontRatio":1.27,"putCallVolumeFrontRatio":0,"optionVolume":14,"volumeOiRatio":0.004242,"netDeltaNormalized":0.094118,"dealerDeltaNormalized":-0.094115,"gexPer100kOi":2363329.090909,"vannaPer100kOi":3090.909091,"charmPer100kOi":-124363.636364,"weekendDeltaShiftPer100kOi":-373060.606061,"ivSurfaceRangePp":46,"gammaFlipDistancePct":8.107442,"maxPainDistancePct":4.731395,"peakCallDistancePct":10.892065,"peakPutDistancePct":-26.071957},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GBX.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."}