{"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/GNR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GNR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GNR.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":"GNR","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":74.43000030517578,"previous_close":73.76000213623047,"delta_neutral":58.58192347249724,"gamma_neutral":37.43775362101189,"gamma_max":76.03270744877705,"total_open_interest":342,"previous_open_interest":339,"listed_contracts":28,"listed_calls":21,"listed_puts":8,"gamma_max_distance_pct":2.153307990097931,"delta_neutral_distance_pct":-21.292592728333613,"gamma_neutral_distance_pct":-49.70072085515159,"open_interest_change_1d_pct":0.8849557522123894,"call_open_interest":330,"put_open_interest":12,"put_call_open_interest_ratio":0.03636363636363636,"nearest_expiration_max_pain":68,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-8.638990029304953,"all_expiration_max_pain":68,"net_gamma_exposure":87841.88373361458,"net_gamma_exposure_per_100k_open_interest":25684761.325618297,"gamma_exposure_flip":37.43775362101189,"gamma_exposure_flip_distance_pct":-49.70072085515159,"call_wall":76,"call_wall_distance_pct":2.109364084894465,"put_wall":75,"put_wall_distance_pct":0.765819820619538,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4252},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GNR","price":74.43,"totalOi":342,"analysisCoverage":0.8333,"avgIvPct":35.2,"ivRank":8,"iv52wHighPct":85.8,"iv52wLowPct":30.8,"frontDte":14,"frontAtmIvPct":36.7123,"backAtmIvPct":27.8683,"termPremiumPp":8.844,"expectedMoveFrontPct":7.19,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.036,"putCallOiFrontRatio":0.2,"putCallVolumeFrontRatio":0,"optionVolume":34,"volumeOiRatio":0.099415,"netDeltaNormalized":0.411504,"dealerDeltaNormalized":-0.407895,"gexPer100kOi":22414739.766082,"vannaPer100kOi":292.397661,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":10.3,"gammaFlipDistancePct":-23.740427,"maxPainDistancePct":-8.63899,"peakCallDistancePct":7.483542,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GNR.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."}