{"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/KTOS","markdown_url":"https://halfonadouble.com/stock/KTOS.md","history_url":"https://halfonadouble.com/api/v1/history/KTOS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/KTOS.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":"KTOS","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":43.06999969482422,"previous_close":42.81999969482422,"delta_neutral":42.48970516652312,"gamma_neutral":32.94168166058638,"gamma_max":52.177922331549624,"total_open_interest":140921,"previous_open_interest":140495,"listed_contracts":661,"listed_calls":387,"listed_puts":304,"gamma_max_distance_pct":21.146790576411163,"delta_neutral_distance_pct":-1.3473288423794216,"gamma_neutral_distance_pct":-23.515946380317644,"open_interest_change_1d_pct":0.30321363749599634,"call_open_interest":100703,"put_open_interest":40218,"put_call_open_interest_ratio":0.39937241194403345,"nearest_expiration_max_pain":47,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":9.12468152547504,"all_expiration_max_pain":50,"net_gamma_exposure":3488828.845412952,"net_gamma_exposure_per_100k_open_interest":2475733.8121450683,"gamma_exposure_flip":32.94168166058638,"gamma_exposure_flip_distance_pct":-23.515946380317644,"call_wall":50,"call_wall_distance_pct":16.090086729228766,"put_wall":40,"put_wall_distance_pct":-7.127930616616989,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":510},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-02","session_count":1394,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":1.984126984126984,"gamma_max_cross_count":8,"delta_neutral_cross_count":26,"gamma_max_prior_sessions_closer_pct":62.301587301587304,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":9.920634920634921,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":95.63492063492063,"open_interest_change_1d_contracts":426,"open_interest_change_z_252":0.03964064211853111,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":10.464760799868309,"open_interest_change_21_sessions_pct":30.160621426658167,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":4794,"put_change_contracts":-4368,"call_growth_pct":4.998488150225735,"put_growth_pct":-9.796797200915087,"call_minus_put_growth_pp":14.795285351140823},"five_sessions":{"call_change_contracts":12845,"put_change_contracts":505,"call_growth_pct":14.620182567324546,"put_growth_pct":1.2716239014932138,"call_minus_put_growth_pp":13.348558665831332},"call_change_surprise":{"z_score":0.9342267785577232,"comparison_sessions":252},"put_change_surprise":{"z_score":-1.4852462007901188,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":3.872554476243086,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":54.52024113324918,"directional_score":6.41732283464567,"catalyst_reasons":["smile convexity 28.5 pp","volume/OI 0.15","OI change 0.04σ"],"features":{"symbol":"KTOS","price":43.07,"totalOi":150215,"analysisCoverage":1,"avgIvPct":199.1,"ivRank":98.8,"iv52wHighPct":200.6,"iv52wLowPct":78.07,"frontDte":7,"frontAtmIvPct":55.6739,"backAtmIvPct":67.2222,"termPremiumPp":-11.5483,"expectedMoveFrontPct":7.71,"straddleFrontPct":5.51,"straddle30dPct":11.38,"riskReversalFrontPp":0.89,"riskReversal30dPp":0.21,"butterflyFrontPp":28.54,"butterfly30dPp":-7.35,"putCallOiRatio":0.419,"putCallOiFrontRatio":0.997,"putCallVolumeFrontRatio":1.404,"optionVolume":22103,"volumeOiRatio":0.147142,"netDeltaNormalized":0.010937,"dealerDeltaNormalized":-0.010919,"gexPer100kOi":-102188.23686,"vannaPer100kOi":3092.234464,"charmPer100kOi":341350.064907,"weekendDeltaShiftPer100kOi":1024050.194721,"ivSurfaceRangePp":97.6,"gammaFlipDistancePct":null,"maxPainDistancePct":11.446482,"peakCallDistancePct":16.090086,"peakPutDistancePct":-0.162526},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/KTOS.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":46,"completed_path_count":46,"latest_cross_date":"2026-05-28","horizons":[{"sessions":1,"sample_size":46,"median_return_pct":-0.3801072380500592,"p25_return_pct":-1.8046556505807165,"p75_return_pct":1.309602956886885,"above_zero_pct":47.82608695652174,"median_interval_low_pct":-1.0646072342709423,"median_interval_high_pct":0.6149110092131815,"median_interval_nominal_coverage_pct":94.59239681411304,"confidence_floor_pct":0},{"sessions":3,"sample_size":46,"median_return_pct":-0.28938133413291545,"p25_return_pct":-2.433013243237964,"p75_return_pct":4.07547005587629,"above_zero_pct":45.65217391304348,"median_interval_low_pct":-1.626508744331523,"median_interval_high_pct":2.004944376239415,"median_interval_nominal_coverage_pct":94.59239681411304,"confidence_floor_pct":0},{"sessions":5,"sample_size":46,"median_return_pct":0.9273572937959051,"p25_return_pct":-2.0069179666782624,"p75_return_pct":5.714267800090478,"above_zero_pct":58.69565217391305,"median_interval_low_pct":-0.9992322225507833,"median_interval_high_pct":4.3564313244043085,"median_interval_nominal_coverage_pct":94.59239681411304,"confidence_floor_pct":0},{"sessions":10,"sample_size":46,"median_return_pct":2.8862953024555993,"p25_return_pct":-2.914531429628389,"p75_return_pct":7.502660628502344,"above_zero_pct":60.86956521739131,"median_interval_low_pct":-0.6933682749426962,"median_interval_high_pct":5.39665387449606,"median_interval_nominal_coverage_pct":94.59239681411304,"confidence_floor_pct":0}]},{"direction":"below","event_count":46,"completed_path_count":46,"latest_cross_date":"2026-05-29","horizons":[{"sessions":1,"sample_size":46,"median_return_pct":0.5999960656522418,"p25_return_pct":-1.5159679087064197,"p75_return_pct":2.337672533527213,"above_zero_pct":60.86956521739131,"median_interval_low_pct":-0.6434259213900284,"median_interval_high_pct":1.353118585801294,"median_interval_nominal_coverage_pct":94.59239681411304,"confidence_floor_pct":0},{"sessions":3,"sample_size":46,"median_return_pct":1.7634626587039626,"p25_return_pct":-2.327368809235733,"p75_return_pct":4.283455059986996,"above_zero_pct":60.86956521739131,"median_interval_low_pct":-0.20414925889217228,"median_interval_high_pct":3.5611908351079524,"median_interval_nominal_coverage_pct":94.59239681411304,"confidence_floor_pct":0},{"sessions":5,"sample_size":46,"median_return_pct":1.316013139839245,"p25_return_pct":-2.838375407269353,"p75_return_pct":6.126254005844545,"above_zero_pct":60.86956521739131,"median_interval_low_pct":-0.7255566058340768,"median_interval_high_pct":4.113920015548511,"median_interval_nominal_coverage_pct":94.59239681411304,"confidence_floor_pct":0},{"sessions":10,"sample_size":46,"median_return_pct":3.704095427457299,"p25_return_pct":-3.6499879457093822,"p75_return_pct":10.972276714028034,"above_zero_pct":58.69565217391305,"median_interval_low_pct":-1.4310246698687301,"median_interval_high_pct":8.28985684159873,"median_interval_nominal_coverage_pct":94.59239681411304,"confidence_floor_pct":0}]}],"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."}