{"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/GXO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GXO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GXO.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":"GXO","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":46.560001373291016,"previous_close":45.959999084472656,"delta_neutral":41.47642321776226,"gamma_neutral":46.560001373291016,"gamma_max":50.41630767921035,"total_open_interest":79788,"previous_open_interest":79451,"listed_contracts":150,"listed_calls":111,"listed_puts":58,"gamma_max_distance_pct":8.28244457082746,"delta_neutral_distance_pct":-10.91833764086814,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.42416080351411567,"call_open_interest":49978,"put_open_interest":29810,"put_call_open_interest_ratio":0.5964624434751291,"nearest_expiration_max_pain":45,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.3505183146019086,"all_expiration_max_pain":42.5,"net_gamma_exposure":5790168.915825969,"net_gamma_exposure_per_100k_open_interest":7256942.041191618,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":50,"call_wall_distance_pct":7.388312983775657,"put_wall":42.5,"put_wall_distance_pct":-8.719933963790691,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":746},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GXO","price":46.56,"totalOi":79788,"analysisCoverage":1,"avgIvPct":53.9,"ivRank":37.1,"iv52wHighPct":63.58,"iv52wLowPct":48.2,"frontDte":14,"frontAtmIvPct":38.7547,"backAtmIvPct":42.9589,"termPremiumPp":-4.2042,"expectedMoveFrontPct":7.59,"straddleFrontPct":5.91,"straddle30dPct":5.91,"riskReversalFrontPp":3.03,"riskReversal30dPp":3.03,"butterflyFrontPp":1.04,"butterfly30dPp":1.04,"putCallOiRatio":0.596,"putCallOiFrontRatio":0.507,"putCallVolumeFrontRatio":0.692,"optionVolume":477,"volumeOiRatio":0.005978,"netDeltaNormalized":0.204507,"dealerDeltaNormalized":-0.204456,"gexPer100kOi":3367890.610117,"vannaPer100kOi":2725.973831,"charmPer100kOi":-667071.489447,"weekendDeltaShiftPer100kOi":-2001214.468341,"ivSurfaceRangePp":57.2,"gammaFlipDistancePct":-0.214777,"maxPainDistancePct":-8.719931,"peakCallDistancePct":2.0189,"peakPutDistancePct":-8.719931},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GXO.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."}