{"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/KGC","markdown_url":"https://halfonadouble.com/stock/KGC.md","history_url":"https://halfonadouble.com/api/v1/history/KGC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/KGC.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":"KGC","page_tier":"A","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":24.059999465942383,"previous_close":24.059999465942383,"delta_neutral":24.087011289984126,"gamma_neutral":23.67027616260755,"gamma_max":32.29416769495253,"total_open_interest":211166,"previous_open_interest":212769,"listed_contracts":472,"listed_calls":289,"listed_puts":213,"gamma_max_distance_pct":34.223476358201275,"delta_neutral_distance_pct":0.11226859784423185,"gamma_neutral_distance_pct":-1.6197976391749191,"open_interest_change_1d_pct":-0.7533992263910626,"call_open_interest":128687,"put_open_interest":82479,"put_call_open_interest_ratio":0.6409272109847926,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":3.9069017245333475,"all_expiration_max_pain":25,"net_gamma_exposure":605541.9183558436,"net_gamma_exposure_per_100k_open_interest":286761.0876541885,"gamma_exposure_flip":23.67027616260755,"gamma_exposure_flip_distance_pct":-1.6197976391749191,"call_wall":35,"call_wall_distance_pct":45.469662414346686,"put_wall":25,"put_wall_distance_pct":3.9069017245333475,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":393},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-02","session_count":1394,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":12.698412698412698,"gamma_max_cross_count":22,"delta_neutral_cross_count":17,"gamma_max_prior_sessions_closer_pct":99.60317460317461,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":0.7936507936507936,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":70.23809523809523,"open_interest_change_1d_contracts":-1603,"open_interest_change_z_252":-0.14036420667030594,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":7.501361801345001,"open_interest_change_21_sessions_pct":13.249419449643627,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-885,"put_change_contracts":-718,"call_growth_pct":-0.6830179359738215,"put_growth_pct":-0.8630118874478646,"call_minus_put_growth_pp":0.17999395147404307},"five_sessions":{"call_change_contracts":5492,"put_change_contracts":9243,"call_growth_pct":4.457973132026462,"put_growth_pct":12.620842208749794,"call_minus_put_growth_pp":-8.162869076723332},"call_change_surprise":{"z_score":-0.11165530373268796,"comparison_sessions":252},"put_change_surprise":{"z_score":-0.17863067640352137,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":0.14611299709226816,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":56.604762775881,"directional_score":-18.897637795275593,"catalyst_reasons":["IV rank 100","smile convexity 17.4 pp"],"features":{"symbol":"KGC","price":24.06,"totalOi":217690,"analysisCoverage":1,"avgIvPct":255.1,"ivRank":100,"iv52wHighPct":255.1,"iv52wLowPct":69.59,"frontDte":7,"frontAtmIvPct":45.5645,"backAtmIvPct":48.8541,"termPremiumPp":-3.2896,"expectedMoveFrontPct":6.31,"straddleFrontPct":4.45,"straddle30dPct":10.99,"riskReversalFrontPp":9.36,"riskReversal30dPp":2.27,"butterflyFrontPp":17.41,"butterfly30dPp":-14.2,"putCallOiRatio":0.642,"putCallOiFrontRatio":0.377,"putCallVolumeFrontRatio":1.192,"optionVolume":4743,"volumeOiRatio":0.021788,"netDeltaNormalized":0.025498,"dealerDeltaNormalized":-0.025425,"gexPer100kOi":87193.453994,"vannaPer100kOi":3879.369746,"charmPer100kOi":-229987.137673,"weekendDeltaShiftPer100kOi":-689961.413019,"ivSurfaceRangePp":245.5,"gammaFlipDistancePct":-42.684954,"maxPainDistancePct":3.906899,"peakCallDistancePct":8.063175,"peakPutDistancePct":3.906899},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/KGC.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":[{"direction":"above","event_count":61,"completed_path_count":61,"latest_cross_date":"2026-08-21","horizons":[{"sessions":1,"sample_size":61,"median_return_pct":0.29629601372613834,"p25_return_pct":-0.976556933892303,"p75_return_pct":1.3888923053808844,"above_zero_pct":52.459016393442624,"median_interval_low_pct":-0.3358519090301937,"median_interval_high_pct":0.5940540958044194,"median_interval_nominal_coverage_pct":92.78225614990774,"confidence_floor_pct":0},{"sessions":3,"sample_size":61,"median_return_pct":1.192505543170963,"p25_return_pct":-1.7099398653682485,"p75_return_pct":3.311913452568871,"above_zero_pct":59.01639344262295,"median_interval_low_pct":-0.5025120811725237,"median_interval_high_pct":2.4488693518535776,"median_interval_nominal_coverage_pct":92.78225614990774,"confidence_floor_pct":0},{"sessions":5,"sample_size":61,"median_return_pct":0.15748392570611447,"p25_return_pct":-2.0945974028484526,"p75_return_pct":4.597703224676586,"above_zero_pct":54.09836065573771,"median_interval_low_pct":-0.990102749433508,"median_interval_high_pct":1.7751414734418214,"median_interval_nominal_coverage_pct":92.78225614990774,"confidence_floor_pct":0},{"sessions":10,"sample_size":61,"median_return_pct":4.0545162473283325,"p25_return_pct":-1.7283992188819042,"p75_return_pct":7.545489586240817,"above_zero_pct":60.65573770491803,"median_interval_low_pct":-0.39447692799504663,"median_interval_high_pct":4.908479005360578,"median_interval_nominal_coverage_pct":92.78225614990774,"confidence_floor_pct":0}]},{"direction":"below","event_count":58,"completed_path_count":58,"latest_cross_date":"2026-08-24","horizons":[{"sessions":1,"sample_size":58,"median_return_pct":0.5927804691589822,"p25_return_pct":-1.1814178399863677,"p75_return_pct":1.8217952440136465,"above_zero_pct":60.3448275862069,"median_interval_low_pct":-0.05546438436490053,"median_interval_high_pct":1.4157011208353332,"median_interval_nominal_coverage_pct":91.3051100270089,"confidence_floor_pct":0},{"sessions":3,"sample_size":58,"median_return_pct":1.2340873810889774,"p25_return_pct":-1.2323228226459815,"p75_return_pct":3.2970666944768414,"above_zero_pct":58.620689655172406,"median_interval_low_pct":-0.15600237570543296,"median_interval_high_pct":2.140886943486886,"median_interval_nominal_coverage_pct":91.3051100270089,"confidence_floor_pct":0},{"sessions":5,"sample_size":58,"median_return_pct":1.632773440778812,"p25_return_pct":-2.768585054099021,"p75_return_pct":5.478728341855432,"above_zero_pct":58.620689655172406,"median_interval_low_pct":-0.4228325760225249,"median_interval_high_pct":3.1364152695221748,"median_interval_nominal_coverage_pct":91.3051100270089,"confidence_floor_pct":0},{"sessions":10,"sample_size":58,"median_return_pct":4.009102357418392,"p25_return_pct":-2.100392561265396,"p75_return_pct":8.730364084630649,"above_zero_pct":65.51724137931035,"median_interval_low_pct":0.6206907075027024,"median_interval_high_pct":6.505770230129704,"median_interval_nominal_coverage_pct":91.3051100270089,"confidence_floor_pct":0.6206907075027024}]}],"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."}