{"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/GSG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GSG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GSG.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":"GSG","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":35.72999954223633,"previous_close":36.040000915527344,"delta_neutral":32.645413083133036,"gamma_neutral":35.72999954223633,"gamma_max":35.16257645963871,"total_open_interest":2816,"previous_open_interest":2822,"listed_contracts":57,"listed_calls":52,"listed_puts":21,"gamma_max_distance_pct":-1.588085893835156,"delta_neutral_distance_pct":-8.633043656933193,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-0.21261516654854712,"call_open_interest":1648,"put_open_interest":1168,"put_call_open_interest_ratio":0.7087378640776699,"nearest_expiration_max_pain":27,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-24.433248402135078,"all_expiration_max_pain":30,"net_gamma_exposure":158617.71239058,"net_gamma_exposure_per_100k_open_interest":5632731.263870029,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":35,"call_wall_distance_pct":-2.0430997805454707,"put_wall":32,"put_wall_distance_pct":-10.439405513641574,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2965},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GSG","price":35.73,"totalOi":2816,"analysisCoverage":0.9444,"avgIvPct":43.5,"ivRank":10.7,"iv52wHighPct":106.88,"iv52wLowPct":35.9,"frontDte":14,"frontAtmIvPct":37.1208,"backAtmIvPct":30.3769,"termPremiumPp":6.7439,"expectedMoveFrontPct":7.27,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-68.8,"riskReversal30dPp":-68.8,"butterflyFrontPp":1.55,"butterfly30dPp":1.55,"putCallOiRatio":0.709,"putCallOiFrontRatio":0.58,"putCallVolumeFrontRatio":0,"optionVolume":18,"volumeOiRatio":0.006392,"netDeltaNormalized":0.098284,"dealerDeltaNormalized":-0.068342,"gexPer100kOi":1413660.511364,"vannaPer100kOi":1988.636364,"charmPer100kOi":447940.340909,"weekendDeltaShiftPer100kOi":1343785.511364,"ivSurfaceRangePp":189.2,"gammaFlipDistancePct":-3.190596,"maxPainDistancePct":-16.036944,"peakCallDistancePct":3.554436,"peakPutDistancePct":-24.433249},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GSG.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."}