{"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/GILT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GILT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GILT.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":"GILT","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":10.029999732971191,"previous_close":9.84000015258789,"delta_neutral":8.769099064922635,"gamma_neutral":10.029999732971191,"gamma_max":13.86444149637073,"total_open_interest":21263,"previous_open_interest":21151,"listed_contracts":61,"listed_calls":46,"listed_puts":29,"gamma_max_distance_pct":38.229729466439984,"delta_neutral_distance_pct":-12.57129313676501,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.5295257907427545,"call_open_interest":16379,"put_open_interest":4884,"put_call_open_interest_ratio":0.2981867024848892,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-0.29910003758598874,"all_expiration_max_pain":10,"net_gamma_exposure":407444.3808002341,"net_gamma_exposure_per_100k_open_interest":1916213.0498999865,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":15,"call_wall_distance_pct":49.55134994362101,"put_wall":10,"put_wall_distance_pct":-0.29910003758598874,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1525},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GILT","price":10.03,"totalOi":21263,"analysisCoverage":0.9444,"avgIvPct":108.8,"ivRank":50.4,"iv52wHighPct":136.2,"iv52wLowPct":80.96,"frontDte":14,"frontAtmIvPct":76.335,"backAtmIvPct":65.8576,"termPremiumPp":10.4774,"expectedMoveFrontPct":14.95,"straddleFrontPct":11.47,"straddle30dPct":11.47,"riskReversalFrontPp":-114.75,"riskReversal30dPp":-114.75,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.298,"putCallOiFrontRatio":0.168,"putCallVolumeFrontRatio":0,"optionVolume":70,"volumeOiRatio":0.003292,"netDeltaNormalized":0.15188,"dealerDeltaNormalized":-0.149922,"gexPer100kOi":194311.197855,"vannaPer100kOi":4185.674646,"charmPer100kOi":-55109.815172,"weekendDeltaShiftPer100kOi":-165324.74251,"ivSurfaceRangePp":116.4,"gammaFlipDistancePct":38.384845,"maxPainDistancePct":-0.299103,"peakCallDistancePct":-0.299103,"peakPutDistancePct":-0.299103},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GILT.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."}