{"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/GFI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GFI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GFI.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":"GFI","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":35.619998931884766,"previous_close":35.790000915527344,"delta_neutral":41.87751044107248,"gamma_neutral":42.49256793456368,"gamma_max":49.34651824461493,"total_open_interest":46669,"previous_open_interest":45316,"listed_contracts":110,"listed_calls":71,"listed_puts":55,"gamma_max_distance_pct":38.53599024238895,"delta_neutral_distance_pct":17.567410715406808,"gamma_neutral_distance_pct":19.29413028849652,"open_interest_change_1d_pct":2.985700414864507,"call_open_interest":21547,"put_open_interest":25122,"put_call_open_interest_ratio":1.1659163688680558,"nearest_expiration_max_pain":45,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":26.333524282390847,"all_expiration_max_pain":45,"net_gamma_exposure":-2197295.4692646917,"net_gamma_exposure_per_100k_open_interest":-4708254.878537555,"gamma_exposure_flip":42.49256793456368,"gamma_exposure_flip_distance_pct":19.29413028849652,"call_wall":45,"call_wall_distance_pct":26.333524282390847,"put_wall":35,"put_wall_distance_pct":-1.7405922248071206,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1025},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GFI","price":35.62,"totalOi":46669,"analysisCoverage":0.9444,"avgIvPct":64.5,"ivRank":25.7,"iv52wHighPct":85.3,"iv52wLowPct":57.3,"frontDte":14,"frontAtmIvPct":45.9542,"backAtmIvPct":47.7351,"termPremiumPp":-1.7809,"expectedMoveFrontPct":9,"straddleFrontPct":7.02,"straddle30dPct":7.02,"riskReversalFrontPp":-180.37,"riskReversal30dPp":-180.37,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.166,"putCallOiFrontRatio":1.21,"putCallVolumeFrontRatio":0.408,"optionVolume":2173,"volumeOiRatio":0.046562,"netDeltaNormalized":-0.20677,"dealerDeltaNormalized":0.206766,"gexPer100kOi":-1773145.385588,"vannaPer100kOi":606.398252,"charmPer100kOi":1647095.502368,"weekendDeltaShiftPer100kOi":4941286.507103,"ivSurfaceRangePp":75.1,"gammaFlipDistancePct":null,"maxPainDistancePct":26.33352,"peakCallDistancePct":-1.740595,"peakPutDistancePct":-1.740595},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GFI.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."}