{"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/GMAB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GMAB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GMAB.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":"GMAB","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":34.75,"previous_close":34.54999923706055,"delta_neutral":25.918805856897546,"gamma_neutral":17.879486665024626,"gamma_max":34.446974734981026,"total_open_interest":89739,"previous_open_interest":88599,"listed_contracts":69,"listed_calls":43,"listed_puts":43,"gamma_max_distance_pct":-0.8720151511337374,"delta_neutral_distance_pct":-25.413508325474687,"gamma_neutral_distance_pct":-48.548239812878776,"open_interest_change_1d_pct":1.286696238106525,"call_open_interest":74057,"put_open_interest":15682,"put_call_open_interest_ratio":0.2117558097141391,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.7194244604316548,"all_expiration_max_pain":30,"net_gamma_exposure":7084801.557509198,"net_gamma_exposure_per_100k_open_interest":7894896.931667611,"gamma_exposure_flip":17.879486665024626,"gamma_exposure_flip_distance_pct":-48.548239812878776,"call_wall":40,"call_wall_distance_pct":15.107913669064748,"put_wall":35,"put_wall_distance_pct":0.7194244604316548,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":682},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GMAB","price":34.75,"totalOi":89739,"analysisCoverage":0.9444,"avgIvPct":72.4,"ivRank":28.9,"iv52wHighPct":82.71,"iv52wLowPct":68.2,"frontDte":14,"frontAtmIvPct":67.6547,"backAtmIvPct":77.266,"termPremiumPp":-9.6113,"expectedMoveFrontPct":13.25,"straddleFrontPct":10.22,"straddle30dPct":10.22,"riskReversalFrontPp":7.64,"riskReversal30dPp":7.64,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.212,"putCallOiFrontRatio":0.838,"putCallVolumeFrontRatio":21.277,"optionVolume":5994,"volumeOiRatio":0.066794,"netDeltaNormalized":0.302888,"dealerDeltaNormalized":-0.302581,"gexPer100kOi":2591035.67011,"vannaPer100kOi":2469.383434,"charmPer100kOi":-225595.33759,"weekendDeltaShiftPer100kOi":-676784.898428,"ivSurfaceRangePp":34.7,"gammaFlipDistancePct":-24.374101,"maxPainDistancePct":-13.669065,"peakCallDistancePct":0.719424,"peakPutDistancePct":-13.669065},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GMAB.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."}