{"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/GROY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GROY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GROY.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":"GROY","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":2.9700000286102295,"previous_close":2.990000009536743,"delta_neutral":1.0208172443034778,"gamma_neutral":2.232500021457672,"gamma_max":2.9600348892943047,"total_open_interest":55931,"previous_open_interest":55961,"listed_contracts":80,"listed_calls":77,"listed_puts":45,"gamma_max_distance_pct":-0.335526573061612,"delta_neutral_distance_pct":-65.62904934444882,"gamma_neutral_distance_pct":-24.831649833271566,"open_interest_change_1d_pct":-0.05360876324583192,"call_open_interest":51544,"put_open_interest":4387,"put_call_open_interest_ratio":0.08511174918516219,"nearest_expiration_max_pain":3,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.0101000370632516,"all_expiration_max_pain":2,"net_gamma_exposure":2157235.9775314755,"net_gamma_exposure_per_100k_open_interest":3856959.427743962,"gamma_exposure_flip":2.232500021457672,"gamma_exposure_flip_distance_pct":-24.831649833271566,"call_wall":3,"call_wall_distance_pct":1.0101000370632516,"put_wall":3,"put_wall_distance_pct":1.0101000370632516,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":931},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GROY","price":2.97,"totalOi":55931,"analysisCoverage":0.9444,"avgIvPct":240.8,"ivRank":77.6,"iv52wHighPct":288.7,"iv52wLowPct":75.25,"frontDte":14,"frontAtmIvPct":49.8858,"backAtmIvPct":53.8487,"termPremiumPp":-3.9629,"expectedMoveFrontPct":9.77,"straddleFrontPct":7.58,"straddle30dPct":7.58,"riskReversalFrontPp":42,"riskReversal30dPp":42,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.085,"putCallOiFrontRatio":0.01,"putCallVolumeFrontRatio":0,"optionVolume":62,"volumeOiRatio":0.001109,"netDeltaNormalized":0.463337,"dealerDeltaNormalized":-0.44295,"gexPer100kOi":124314.38737,"vannaPer100kOi":-1793.281007,"charmPer100kOi":-798008.260178,"weekendDeltaShiftPer100kOi":-2394024.780533,"ivSurfaceRangePp":46.5,"gammaFlipDistancePct":null,"maxPainDistancePct":-32.659933,"peakCallDistancePct":-49.494949,"peakPutDistancePct":1.010101},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GROY.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."}