{"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/GIS","markdown_url":"https://halfonadouble.com/stock/GIS.md","history_url":"https://halfonadouble.com/api/v1/history/GIS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GIS.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":"GIS","page_tier":"A","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":32.0099983215332,"previous_close":31.670000076293945,"delta_neutral":35.99617603007058,"gamma_neutral":35.3481103795267,"gamma_max":40.775946089106995,"total_open_interest":243846,"previous_open_interest":235243,"listed_contracts":300,"listed_calls":174,"listed_puts":157,"gamma_max_distance_pct":27.385030388073833,"delta_neutral_distance_pct":12.452914456592971,"gamma_neutral_distance_pct":10.428341871383175,"open_interest_change_1d_pct":3.657069498348516,"call_open_interest":131325,"put_open_interest":112521,"put_call_open_interest_ratio":0.8568132495716734,"nearest_expiration_max_pain":37.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":17.150896489656045,"all_expiration_max_pain":37.5,"net_gamma_exposure":-8612867.587978214,"net_gamma_exposure_per_100k_open_interest":-3532093.0373999216,"gamma_exposure_flip":35.3481103795267,"gamma_exposure_flip_distance_pct":10.428341871383175,"call_wall":37.5,"call_wall_distance_pct":17.150896489656045,"put_wall":32.5,"put_wall_distance_pct":1.530776957701905,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":352},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-02","session_count":1394,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":0.3968253968253968,"gamma_max_cross_count":2,"delta_neutral_cross_count":16,"gamma_max_prior_sessions_closer_pct":90.87301587301587,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":94.44444444444444,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":95.23809523809523,"open_interest_change_1d_contracts":8603,"open_interest_change_z_252":0.7907359162524378,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":4.90842679951987,"open_interest_change_21_sessions_pct":5.583435447345974,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":6271,"put_change_contracts":2332,"call_growth_pct":5.014633678250995,"put_growth_pct":2.116363702365935,"call_minus_put_growth_pp":2.89826997588506},"five_sessions":{"call_change_contracts":8889,"put_change_contracts":2520,"call_growth_pct":7.260119572674703,"put_growth_pct":2.2908882646521396,"call_minus_put_growth_pp":4.969231308022563},"call_change_surprise":{"z_score":0.9922282110605687,"comparison_sessions":252},"put_change_surprise":{"z_score":0.45878882356599215,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":0.7845968996545277,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":63.14408405778328,"directional_score":-29.212598425196852,"catalyst_reasons":["OI change 0.79σ","front IV premium 5.2 pp","25Δ risk reversal 13.2 pp"],"features":{"symbol":"GIS","price":32.01,"totalOi":243846,"analysisCoverage":1,"avgIvPct":45.8,"ivRank":26.1,"iv52wHighPct":60.54,"iv52wLowPct":40.6,"frontDte":14,"frontAtmIvPct":37.8867,"backAtmIvPct":32.6695,"termPremiumPp":5.2172,"expectedMoveFrontPct":7.42,"straddleFrontPct":5.86,"straddle30dPct":5.86,"riskReversalFrontPp":13.22,"riskReversal30dPp":13.22,"butterflyFrontPp":-4.11,"butterfly30dPp":-4.11,"putCallOiRatio":0.857,"putCallOiFrontRatio":0.617,"putCallVolumeFrontRatio":0.254,"optionVolume":10175,"volumeOiRatio":0.041727,"netDeltaNormalized":-0.169772,"dealerDeltaNormalized":0.168518,"gexPer100kOi":-594777.556327,"vannaPer100kOi":2230.096044,"charmPer100kOi":821359.382561,"weekendDeltaShiftPer100kOi":2464078.147683,"ivSurfaceRangePp":59.2,"gammaFlipDistancePct":null,"maxPainDistancePct":17.15089,"peakCallDistancePct":9.340831,"peakPutDistancePct":1.530772},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GIS.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":[{"direction":"above","event_count":16,"completed_path_count":16,"latest_cross_date":"2026-07-16","horizons":[{"sessions":1,"sample_size":16,"median_return_pct":0.1302917949579041,"p25_return_pct":-0.22128502538727168,"p75_return_pct":0.36662183399438497,"above_zero_pct":56.25,"median_interval_low_pct":-0.1788672488218901,"median_interval_high_pct":0.3395555499905001,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0},{"sessions":3,"sample_size":16,"median_return_pct":-0.8549377321715179,"p25_return_pct":-2.1039614753235014,"p75_return_pct":1.0895891419200332,"above_zero_pct":43.75,"median_interval_low_pct":-2.068253625425265,"median_interval_high_pct":1.0620078890222429,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0},{"sessions":5,"sample_size":16,"median_return_pct":0.16175432108880283,"p25_return_pct":-2.2882507716910583,"p75_return_pct":1.607598687772821,"above_zero_pct":56.25,"median_interval_low_pct":-1.7985591767002762,"median_interval_high_pct":1.393172576173063,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0},{"sessions":10,"sample_size":16,"median_return_pct":0.5220886170352157,"p25_return_pct":-2.9674420259067107,"p75_return_pct":2.2821363599064726,"above_zero_pct":50,"median_interval_low_pct":-2.54641087332258,"median_interval_high_pct":2.2495703608170325,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0}]},{"direction":"below","event_count":16,"completed_path_count":16,"latest_cross_date":"2026-07-17","horizons":[{"sessions":1,"sample_size":16,"median_return_pct":-0.2693101825595068,"p25_return_pct":-0.613142247311238,"p75_return_pct":0.6246731298321762,"above_zero_pct":43.75,"median_interval_low_pct":-0.6027975033278898,"median_interval_high_pct":0.5049953578289523,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0},{"sessions":3,"sample_size":16,"median_return_pct":0.5752206807731919,"p25_return_pct":-0.49272527440168135,"p75_return_pct":1.660518350649287,"above_zero_pct":62.5,"median_interval_low_pct":-0.4799763322048678,"median_interval_high_pct":1.5370427874661141,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0},{"sessions":5,"sample_size":16,"median_return_pct":-0.6585618644802782,"p25_return_pct":-2.7732645752238634,"p75_return_pct":1.5689734129900546,"above_zero_pct":37.5,"median_interval_low_pct":-2.6371711123306163,"median_interval_high_pct":1.3493428774779437,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0},{"sessions":10,"sample_size":16,"median_return_pct":0.11383643382193998,"p25_return_pct":-1.7935228858520502,"p75_return_pct":2.1380060805606504,"above_zero_pct":50,"median_interval_low_pct":-1.7792525793209113,"median_interval_high_pct":1.9511128557622381,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0}]}],"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."}