{"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/JXN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/JXN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/JXN.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":"JXN","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":131.52999877929688,"previous_close":129.47999572753906,"delta_neutral":134.26190758637205,"gamma_neutral":146.2169539640911,"gamma_max":158.56088654279603,"total_open_interest":18391,"previous_open_interest":18410,"listed_contracts":149,"listed_calls":93,"listed_puts":74,"gamma_max_distance_pct":20.551119907524757,"delta_neutral_distance_pct":2.077023365338296,"gamma_neutral_distance_pct":11.16623988527397,"open_interest_change_1d_pct":-0.10320478001086365,"call_open_interest":5584,"put_open_interest":12807,"put_call_open_interest_ratio":2.2935171919770774,"nearest_expiration_max_pain":135,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.638182356046149,"all_expiration_max_pain":130,"net_gamma_exposure":-2547799.683097101,"net_gamma_exposure_per_100k_open_interest":-13853513.583258662,"gamma_exposure_flip":146.2169539640911,"gamma_exposure_flip_distance_pct":11.16623988527397,"call_wall":145,"call_wall_distance_pct":10.241010678716233,"put_wall":125,"put_wall_distance_pct":-4.964645966623936,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1633},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"JXN","price":131.53,"totalOi":18391,"analysisCoverage":1,"avgIvPct":45,"ivRank":9.4,"iv52wHighPct":64.39,"iv52wLowPct":43,"frontDte":14,"frontAtmIvPct":40.3886,"backAtmIvPct":41.9218,"termPremiumPp":-1.5332,"expectedMoveFrontPct":7.91,"straddleFrontPct":6.01,"straddle30dPct":6.01,"riskReversalFrontPp":11.39,"riskReversal30dPp":11.39,"butterflyFrontPp":-0.08,"butterfly30dPp":-0.08,"putCallOiRatio":2.294,"putCallOiFrontRatio":20.904,"putCallVolumeFrontRatio":2.333,"optionVolume":72,"volumeOiRatio":0.003915,"netDeltaNormalized":-0.012253,"dealerDeltaNormalized":0.012248,"gexPer100kOi":-17556500.407808,"vannaPer100kOi":2207.601544,"charmPer100kOi":3684171.605677,"weekendDeltaShiftPer100kOi":11052520.254472,"ivSurfaceRangePp":36.2,"gammaFlipDistancePct":null,"maxPainDistancePct":-1.163233,"peakCallDistancePct":6.439596,"peakPutDistancePct":-8.766061},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/JXN.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."}