{"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/GOVT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GOVT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GOVT.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":"GOVT","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":21.809999465942383,"previous_close":21.850000381469727,"delta_neutral":21.220766083092524,"gamma_neutral":3.0065500538639762,"gamma_max":22.57397732233869,"total_open_interest":421,"previous_open_interest":418,"listed_contracts":20,"listed_calls":13,"listed_puts":7,"gamma_max_distance_pct":3.5028788404571154,"delta_neutral_distance_pct":-2.7016661956823143,"gamma_neutral_distance_pct":-86.21480913578708,"open_interest_change_1d_pct":0.7177033492822966,"call_open_interest":321,"put_open_interest":100,"put_call_open_interest_ratio":0.3115264797507788,"nearest_expiration_max_pain":22,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.8711624883545476,"all_expiration_max_pain":22,"net_gamma_exposure":94727.07522949413,"net_gamma_exposure_per_100k_open_interest":22500492.928620934,"gamma_exposure_flip":3.0065500538639762,"gamma_exposure_flip_distance_pct":-86.21480913578708,"call_wall":23,"call_wall_distance_pct":5.4562153287343,"put_wall":23,"put_wall_distance_pct":5.4562153287343,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4155},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GOVT","price":21.81,"totalOi":421,"analysisCoverage":0.9444,"avgIvPct":20.9,"ivRank":20.7,"iv52wHighPct":58.72,"iv52wLowPct":11,"frontDte":14,"frontAtmIvPct":44.0649,"backAtmIvPct":14.2172,"termPremiumPp":29.8477,"expectedMoveFrontPct":8.63,"straddleFrontPct":3.44,"straddle30dPct":3.44,"riskReversalFrontPp":5.62,"riskReversal30dPp":5.62,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.312,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":2,"volumeOiRatio":0.004751,"netDeltaNormalized":0.089852,"dealerDeltaNormalized":-0.086413,"gexPer100kOi":19065114.014252,"vannaPer100kOi":950.118765,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":41.5,"gammaFlipDistancePct":-3.622192,"maxPainDistancePct":0.87116,"peakCallDistancePct":null,"peakPutDistancePct":-3.713893},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GOVT.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."}