{"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/GM","markdown_url":"https://halfonadouble.com/stock/GM.md","history_url":"https://halfonadouble.com/api/v1/history/GM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GM.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":"GM","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":78.2699966430664,"previous_close":79.30999755859375,"delta_neutral":75.89006668915505,"gamma_neutral":71.03652236352603,"gamma_max":88.83483477240895,"total_open_interest":280349,"previous_open_interest":292262,"listed_contracts":594,"listed_calls":367,"listed_puts":300,"gamma_max_distance_pct":13.497941206668546,"delta_neutral_distance_pct":-3.0406669937198534,"gamma_neutral_distance_pct":-9.2416948892014,"open_interest_change_1d_pct":-4.0761371645988875,"call_open_interest":166612,"put_open_interest":113737,"put_call_open_interest_ratio":0.6826459078577773,"nearest_expiration_max_pain":81,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":3.487930847094821,"all_expiration_max_pain":77.5,"net_gamma_exposure":6677209.086133542,"net_gamma_exposure_per_100k_open_interest":2381748.850944195,"gamma_exposure_flip":71.03652236352603,"gamma_exposure_flip_distance_pct":-9.2416948892014,"call_wall":80,"call_wall_distance_pct":2.2103020712047607,"put_wall":80,"put_wall_distance_pct":2.2103020712047607,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":317},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-02","session_count":1394,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":6.746031746031746,"gamma_max_cross_count":22,"delta_neutral_cross_count":0,"gamma_max_prior_sessions_closer_pct":99.20634920634922,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":10.317460317460316,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":4.365079365079365,"open_interest_change_1d_contracts":-11913,"open_interest_change_z_252":-0.41424307863641996,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":8.124713151267148,"open_interest_change_21_sessions_pct":-14.103762167528133,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-8161,"put_change_contracts":-3752,"call_growth_pct":-4.669485561270906,"put_growth_pct":-3.1934904544255205,"call_minus_put_growth_pp":-1.4759951068453856},"five_sessions":{"call_change_contracts":15039,"put_change_contracts":6027,"call_growth_pct":9.921951798803216,"put_growth_pct":5.595580726023582,"call_minus_put_growth_pp":4.326371072779634},"call_change_surprise":{"z_score":-0.5295314629630258,"comparison_sessions":252},"put_change_surprise":{"z_score":-0.2578598136837882,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":-0.5907304483589848,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":38.847587442065745,"directional_score":-11.338582677165356,"catalyst_reasons":[],"features":{"symbol":"GM","price":78.27,"totalOi":294651,"analysisCoverage":1,"avgIvPct":104.5,"ivRank":83.5,"iv52wHighPct":116,"iv52wLowPct":46.2,"frontDte":7,"frontAtmIvPct":33.1444,"backAtmIvPct":38.865,"termPremiumPp":-5.7206,"expectedMoveFrontPct":4.59,"straddleFrontPct":3.21,"straddle30dPct":9.15,"riskReversalFrontPp":2.11,"riskReversal30dPp":0.47,"butterflyFrontPp":1.85,"butterfly30dPp":8.03,"putCallOiRatio":0.667,"putCallOiFrontRatio":0.897,"putCallVolumeFrontRatio":1.285,"optionVolume":12937,"volumeOiRatio":0.043906,"netDeltaNormalized":0.097847,"dealerDeltaNormalized":-0.097803,"gexPer100kOi":2414577.198109,"vannaPer100kOi":3236.03178,"charmPer100kOi":111485.452281,"weekendDeltaShiftPer100kOi":334456.696227,"ivSurfaceRangePp":96.6,"gammaFlipDistancePct":11.66475,"maxPainDistancePct":-0.34496,"peakCallDistancePct":14.986585,"peakPutDistancePct":-4.177846},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GM.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":32,"completed_path_count":32,"latest_cross_date":"2026-07-28","horizons":[{"sessions":1,"sample_size":32,"median_return_pct":-0.058707250944378675,"p25_return_pct":-1.4527480803620374,"p75_return_pct":1.3792452122217858,"above_zero_pct":50,"median_interval_low_pct":-0.9966793969686027,"median_interval_high_pct":1.035717177371498,"median_interval_nominal_coverage_pct":94.98975402675569,"confidence_floor_pct":0},{"sessions":3,"sample_size":32,"median_return_pct":-0.35536527677020313,"p25_return_pct":-1.6400315200156834,"p75_return_pct":1.6019606042156742,"above_zero_pct":46.875,"median_interval_low_pct":-1.04827880859375,"median_interval_high_pct":1.3331099188375717,"median_interval_nominal_coverage_pct":94.98975402675569,"confidence_floor_pct":0},{"sessions":5,"sample_size":32,"median_return_pct":-0.15727751216553232,"p25_return_pct":-3.0252238950091352,"p75_return_pct":2.3177666427752874,"above_zero_pct":46.875,"median_interval_low_pct":-2.723045366607879,"median_interval_high_pct":0.9449905318129836,"median_interval_nominal_coverage_pct":94.98975402675569,"confidence_floor_pct":0},{"sessions":10,"sample_size":32,"median_return_pct":-0.4830911682639216,"p25_return_pct":-5.194255512780549,"p75_return_pct":3.2565491486317155,"above_zero_pct":46.875,"median_interval_low_pct":-4.313072748532932,"median_interval_high_pct":1.9369938403987597,"median_interval_nominal_coverage_pct":94.98975402675569,"confidence_floor_pct":0}]},{"direction":"below","event_count":31,"completed_path_count":31,"latest_cross_date":"2026-07-30","horizons":[{"sessions":1,"sample_size":31,"median_return_pct":0.03619980487825636,"p25_return_pct":-0.7668603963515264,"p75_return_pct":0.6650037882978688,"above_zero_pct":51.61290322580645,"median_interval_low_pct":-0.57170176810033,"median_interval_high_pct":0.5203609463038106,"median_interval_nominal_coverage_pct":92.92444540187716,"confidence_floor_pct":0},{"sessions":3,"sample_size":31,"median_return_pct":-0.7420552078794329,"p25_return_pct":-1.9241987050536258,"p75_return_pct":1.1403417334259647,"above_zero_pct":38.70967741935484,"median_interval_low_pct":-1.6282209962338312,"median_interval_high_pct":0.8169047651468198,"median_interval_nominal_coverage_pct":92.92444540187716,"confidence_floor_pct":0},{"sessions":5,"sample_size":31,"median_return_pct":-0.5659825367923976,"p25_return_pct":-3.1667916900290582,"p75_return_pct":1.4240389615522542,"above_zero_pct":45.16129032258064,"median_interval_low_pct":-2.4737576732400512,"median_interval_high_pct":0.5348830544436911,"median_interval_nominal_coverage_pct":92.92444540187716,"confidence_floor_pct":0},{"sessions":10,"sample_size":31,"median_return_pct":-2.0903386694185233,"p25_return_pct":-4.177260217514389,"p75_return_pct":2.5702490591674065,"above_zero_pct":38.70967741935484,"median_interval_low_pct":-3.4518468198203367,"median_interval_high_pct":0.6239399411285929,"median_interval_nominal_coverage_pct":92.92444540187716,"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."}