{"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/JAZZ","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/JAZZ.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/JAZZ.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":"JAZZ","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":235.6699981689453,"previous_close":233.00999450683594,"delta_neutral":222.10266901295068,"gamma_neutral":170.0383280614826,"gamma_max":256.1166130796418,"total_open_interest":4557,"previous_open_interest":4558,"listed_contracts":151,"listed_calls":131,"listed_puts":63,"gamma_max_distance_pct":8.675951571925962,"delta_neutral_distance_pct":-5.7569182591789145,"gamma_neutral_distance_pct":-27.84897128077083,"open_interest_change_1d_pct":-0.02193944712593243,"call_open_interest":2746,"put_open_interest":1811,"put_call_open_interest_ratio":0.6595047341587764,"nearest_expiration_max_pain":240,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.8373156806962883,"all_expiration_max_pain":230,"net_gamma_exposure":-114936.7385578291,"net_gamma_exposure_per_100k_open_interest":-2522201.85555912,"gamma_exposure_flip":170.0383280614826,"gamma_exposure_flip_distance_pct":-27.84897128077083,"call_wall":250,"call_wall_distance_pct":6.080537167391967,"put_wall":230,"put_wall_distance_pct":-2.4059058059993905,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2633},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"JAZZ","price":235.67,"totalOi":4557,"analysisCoverage":1,"avgIvPct":42.3,"ivRank":8.9,"iv52wHighPct":71.13,"iv52wLowPct":39.5,"frontDte":14,"frontAtmIvPct":26.296,"backAtmIvPct":33.0243,"termPremiumPp":-6.7283,"expectedMoveFrontPct":5.15,"straddleFrontPct":3.82,"straddle30dPct":3.82,"riskReversalFrontPp":5.88,"riskReversal30dPp":5.88,"butterflyFrontPp":8.3,"butterfly30dPp":8.3,"putCallOiRatio":0.66,"putCallOiFrontRatio":2.051,"putCallVolumeFrontRatio":0,"optionVolume":48,"volumeOiRatio":0.010533,"netDeltaNormalized":0.19779,"dealerDeltaNormalized":-0.197792,"gexPer100kOi":-6389386.657889,"vannaPer100kOi":921.658986,"charmPer100kOi":2432587.22844,"weekendDeltaShiftPer100kOi":7297783.629581,"ivSurfaceRangePp":31.6,"gammaFlipDistancePct":-56.939789,"maxPainDistancePct":-2.405907,"peakCallDistancePct":6.080536,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/JAZZ.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."}