{"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/LAUR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/LAUR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LAUR.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":"LAUR","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":38.619998931884766,"previous_close":38,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":1069,"previous_open_interest":1118,"listed_contracts":16,"listed_calls":13,"listed_puts":7,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":-4.382826475849732,"call_open_interest":950,"put_open_interest":119,"put_call_open_interest_ratio":0.12526315789473685,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-9.373379161064879,"all_expiration_max_pain":35,"net_gamma_exposure":514201.2990917898,"net_gamma_exposure_per_100k_open_interest":48101150.52308605,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":40,"call_wall_distance_pct":3.573280958782995,"put_wall":35,"put_wall_distance_pct":-9.373379161064879,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3647},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"LAUR","price":38.62,"totalOi":1069,"analysisCoverage":0.9444,"avgIvPct":51,"ivRank":15.2,"iv52wHighPct":124.56,"iv52wLowPct":37.8,"frontDte":14,"frontAtmIvPct":26.7555,"backAtmIvPct":34.8529,"termPremiumPp":-8.0974,"expectedMoveFrontPct":5.24,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":30.21,"riskReversal30dPp":30.21,"butterflyFrontPp":8.4,"butterfly30dPp":8.4,"putCallOiRatio":0.125,"putCallOiFrontRatio":0.117,"putCallVolumeFrontRatio":0,"optionVolume":58,"volumeOiRatio":0.054256,"netDeltaNormalized":0.282067,"dealerDeltaNormalized":-0.282067,"gexPer100kOi":18557705.332086,"vannaPer100kOi":2525.724977,"charmPer100kOi":-1164639.850327,"weekendDeltaShiftPer100kOi":-3494013.096352,"ivSurfaceRangePp":30.3,"gammaFlipDistancePct":-9.114448,"maxPainDistancePct":-9.373382,"peakCallDistancePct":3.573278,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LAUR.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."}