{"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/GPRE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GPRE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GPRE.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":"GPRE","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":15.229999542236328,"previous_close":14.930000305175781,"delta_neutral":13.013826208383517,"gamma_neutral":11.370974129037403,"gamma_max":16.420673092896642,"total_open_interest":49624,"previous_open_interest":49626,"listed_contracts":98,"listed_calls":68,"listed_puts":52,"gamma_max_distance_pct":7.817948696310198,"delta_neutral_distance_pct":-14.551368354981548,"gamma_neutral_distance_pct":-25.338316015683066,"open_interest_change_1d_pct":-0.004030145488252126,"call_open_interest":35012,"put_open_interest":14612,"put_call_open_interest_ratio":0.4173426253855821,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.5101743214009031,"all_expiration_max_pain":10,"net_gamma_exposure":2205962.818848963,"net_gamma_exposure_per_100k_open_interest":4445354.705080128,"gamma_exposure_flip":11.370974129037403,"gamma_exposure_flip_distance_pct":-25.338316015683066,"call_wall":17,"call_wall_distance_pct":11.621802435745643,"put_wall":15,"put_wall_distance_pct":-1.5101743214009031,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":992},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GPRE","price":15.23,"totalOi":49624,"analysisCoverage":1,"avgIvPct":71.2,"ivRank":7.1,"iv52wHighPct":110.2,"iv52wLowPct":68.2,"frontDte":14,"frontAtmIvPct":43.0437,"backAtmIvPct":57.9699,"termPremiumPp":-14.9262,"expectedMoveFrontPct":8.43,"straddleFrontPct":6.57,"straddle30dPct":6.57,"riskReversalFrontPp":-69.4,"riskReversal30dPp":-69.4,"butterflyFrontPp":1.05,"butterfly30dPp":1.05,"putCallOiRatio":0.417,"putCallOiFrontRatio":0.291,"putCallVolumeFrontRatio":0.009,"optionVolume":116,"volumeOiRatio":0.002338,"netDeltaNormalized":0.33795,"dealerDeltaNormalized":-0.291504,"gexPer100kOi":790895.67548,"vannaPer100kOi":2265.033049,"charmPer100kOi":-70193.857811,"weekendDeltaShiftPer100kOi":-210583.588586,"ivSurfaceRangePp":113.6,"gammaFlipDistancePct":-61.19501,"maxPainDistancePct":-34.340118,"peakCallDistancePct":5.055811,"peakPutDistancePct":-21.208142},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GPRE.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."}