{"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/GSK","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GSK.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GSK.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":"GSK","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":47.029998779296875,"previous_close":47.18000030517578,"delta_neutral":46.319881233431985,"gamma_neutral":45.96289587293475,"gamma_max":53.470893978828364,"total_open_interest":53178,"previous_open_interest":55197,"listed_contracts":241,"listed_calls":145,"listed_puts":111,"gamma_max_distance_pct":13.695291020009218,"delta_neutral_distance_pct":-1.509924652980198,"gamma_neutral_distance_pct":-2.2689834872627594,"open_interest_change_1d_pct":-3.657807489537475,"call_open_interest":31804,"put_open_interest":21374,"put_call_open_interest_ratio":0.6720538297069552,"nearest_expiration_max_pain":47.5,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":0.9993647308152276,"all_expiration_max_pain":47,"net_gamma_exposure":427280.37736270635,"net_gamma_exposure_per_100k_open_interest":803490.8747277189,"gamma_exposure_flip":45.96289587293475,"gamma_exposure_flip_distance_pct":-2.2689834872627594,"call_wall":50,"call_wall_distance_pct":6.315120769279186,"put_wall":45,"put_wall_distance_pct":-4.316391307648733,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":959},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GSK","price":47.03,"totalOi":55406,"analysisCoverage":1,"avgIvPct":151.2,"ivRank":81.9,"iv52wHighPct":176,"iv52wLowPct":38.8,"frontDte":7,"frontAtmIvPct":30.4004,"backAtmIvPct":28.8212,"termPremiumPp":1.5792,"expectedMoveFrontPct":4.21,"straddleFrontPct":3.19,"straddle30dPct":3.99,"riskReversalFrontPp":-90.79,"riskReversal30dPp":-90.79,"butterflyFrontPp":-1.06,"butterfly30dPp":-1.06,"putCallOiRatio":0.647,"putCallOiFrontRatio":0.335,"putCallVolumeFrontRatio":0.062,"optionVolume":1333,"volumeOiRatio":0.024059,"netDeltaNormalized":0.047556,"dealerDeltaNormalized":-0.046845,"gexPer100kOi":645551.384327,"vannaPer100kOi":3375.085731,"charmPer100kOi":-263009.421362,"weekendDeltaShiftPer100kOi":-789030.068946,"ivSurfaceRangePp":184.3,"gammaFlipDistancePct":26.387412,"maxPainDistancePct":-0.063789,"peakCallDistancePct":-0.063789,"peakPutDistancePct":0.999362},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GSK.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."}