{"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/GREK","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GREK.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GREK.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":"GREK","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":82.47000122070312,"previous_close":83.88999938964844,"delta_neutral":84.25329115417335,"gamma_neutral":82.47000122070312,"gamma_max":98.28287516826248,"total_open_interest":2703,"previous_open_interest":2701,"listed_contracts":55,"listed_calls":21,"listed_puts":37,"gamma_max_distance_pct":19.174092049837046,"delta_neutral_distance_pct":2.1623498327565867,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.07404664938911515,"call_open_interest":734,"put_open_interest":1969,"put_call_open_interest_ratio":2.6825613079019073,"nearest_expiration_max_pain":80,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.9950299310569917,"all_expiration_max_pain":80,"net_gamma_exposure":-61160.12522303161,"net_gamma_exposure_per_100k_open_interest":-2262675.7389208884,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":90,"call_wall_distance_pct":9.130591327560884,"put_wall":70,"put_wall_distance_pct":-15.120651189674868,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2997},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GREK","price":82.47,"totalOi":2703,"analysisCoverage":0.9444,"avgIvPct":34.5,"ivRank":7.7,"iv52wHighPct":111.17,"iv52wLowPct":28.1,"frontDte":14,"frontAtmIvPct":29.2064,"backAtmIvPct":25.8218,"termPremiumPp":3.3846,"expectedMoveFrontPct":5.72,"straddleFrontPct":5.4,"straddle30dPct":5.4,"riskReversalFrontPp":-1.28,"riskReversal30dPp":-1.28,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2.683,"putCallOiFrontRatio":0.176,"putCallVolumeFrontRatio":0,"optionVolume":51,"volumeOiRatio":0.018868,"netDeltaNormalized":-0.028054,"dealerDeltaNormalized":0.028054,"gexPer100kOi":-1530310.765816,"vannaPer100kOi":7806.141324,"charmPer100kOi":-350536.440991,"weekendDeltaShiftPer100kOi":-1051609.322974,"ivSurfaceRangePp":13.2,"gammaFlipDistancePct":null,"maxPainDistancePct":-2.995028,"peakCallDistancePct":3.067782,"peakPutDistancePct":-15.12065},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GREK.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."}