{"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/KDP","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/KDP.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/KDP.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":"KDP","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":30.3700008392334,"previous_close":30.690000534057617,"delta_neutral":28.452549781987692,"gamma_neutral":24.88466743243678,"gamma_max":32.210684122677804,"total_open_interest":60468,"previous_open_interest":54705,"listed_contracts":209,"listed_calls":117,"listed_puts":105,"gamma_max_distance_pct":6.060860166544759,"delta_neutral_distance_pct":-6.313635180308105,"gamma_neutral_distance_pct":-18.06168342185361,"open_interest_change_1d_pct":10.53468604332328,"call_open_interest":46842,"put_open_interest":13626,"put_call_open_interest_ratio":0.2908927885231203,"nearest_expiration_max_pain":31,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.0744127209662073,"all_expiration_max_pain":30,"net_gamma_exposure":9647277.102542391,"net_gamma_exposure_per_100k_open_interest":15954351.231299847,"gamma_exposure_flip":24.88466743243678,"gamma_exposure_flip_distance_pct":-18.06168342185361,"call_wall":32,"call_wall_distance_pct":5.367135711965117,"put_wall":30,"put_wall_distance_pct":-1.2183102700327024,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":885},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"KDP","price":30.37,"totalOi":60468,"analysisCoverage":1,"avgIvPct":37.8,"ivRank":15.7,"iv52wHighPct":62.56,"iv52wLowPct":33.2,"frontDte":14,"frontAtmIvPct":27.8789,"backAtmIvPct":29.449,"termPremiumPp":-1.5701,"expectedMoveFrontPct":5.46,"straddleFrontPct":4.2,"straddle30dPct":4.2,"riskReversalFrontPp":5.69,"riskReversal30dPp":5.69,"butterflyFrontPp":3,"butterfly30dPp":3,"putCallOiRatio":0.291,"putCallOiFrontRatio":0.152,"putCallVolumeFrontRatio":0.708,"optionVolume":1429,"volumeOiRatio":0.023632,"netDeltaNormalized":0.130996,"dealerDeltaNormalized":-0.130758,"gexPer100kOi":4920312.39664,"vannaPer100kOi":3674.6709,"charmPer100kOi":-112747.238209,"weekendDeltaShiftPer100kOi":-338241.714626,"ivSurfaceRangePp":136.5,"gammaFlipDistancePct":2.14027,"maxPainDistancePct":-1.218308,"peakCallDistancePct":-34.145538,"peakPutDistancePct":5.367139},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/KDP.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."}