{"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/GLPI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GLPI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GLPI.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":"GLPI","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":37.68000030517578,"previous_close":37.59000015258789,"delta_neutral":39.8659902363587,"gamma_neutral":9.902199472414,"gamma_max":47.08785868138119,"total_open_interest":10415,"previous_open_interest":10323,"listed_contracts":60,"listed_calls":37,"listed_puts":29,"gamma_max_distance_pct":24.96777680469693,"delta_neutral_distance_pct":5.801459430674808,"gamma_neutral_distance_pct":-73.72027762151102,"open_interest_change_1d_pct":0.8912137944396008,"call_open_interest":7626,"put_open_interest":2789,"put_call_open_interest_ratio":0.36572252819302387,"nearest_expiration_max_pain":40,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":6.157111666757445,"all_expiration_max_pain":45,"net_gamma_exposure":169519.84239418103,"net_gamma_exposure_per_100k_open_interest":1627650.9111299186,"gamma_exposure_flip":9.902199472414,"gamma_exposure_flip_distance_pct":-73.72027762151102,"call_wall":52.5,"call_wall_distance_pct":39.331209062619145,"put_wall":40,"put_wall_distance_pct":6.157111666757445,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2053},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GLPI","price":37.68,"totalOi":10415,"analysisCoverage":0.9444,"avgIvPct":54,"ivRank":100,"iv52wHighPct":54,"iv52wLowPct":35.4,"frontDte":14,"frontAtmIvPct":24.5089,"backAtmIvPct":22.1891,"termPremiumPp":2.3198,"expectedMoveFrontPct":4.8,"straddleFrontPct":3.72,"straddle30dPct":3.72,"riskReversalFrontPp":-72.06,"riskReversal30dPp":-72.06,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.366,"putCallOiFrontRatio":0.148,"putCallVolumeFrontRatio":0.182,"optionVolume":266,"volumeOiRatio":0.02554,"netDeltaNormalized":-0.086217,"dealerDeltaNormalized":0.085281,"gexPer100kOi":546020.355257,"vannaPer100kOi":1469.035046,"charmPer100kOi":-974095.055209,"weekendDeltaShiftPer100kOi":-2922275.56409,"ivSurfaceRangePp":154.3,"gammaFlipDistancePct":35.642251,"maxPainDistancePct":19.426752,"peakCallDistancePct":19.426752,"peakPutDistancePct":-0.477707},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GLPI.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."}