{"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/LEMB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/LEMB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LEMB.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":"LEMB","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":42.040000915527344,"previous_close":42.029998779296875,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":247,"previous_open_interest":37,"listed_contracts":9,"listed_calls":6,"listed_puts":3,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":567.5675675675675,"call_open_interest":146,"put_open_interest":101,"put_call_open_interest_ratio":0.6917808219178082,"nearest_expiration_max_pain":39,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-7.231210393253177,"all_expiration_max_pain":42,"net_gamma_exposure":38903.72995121973,"net_gamma_exposure_per_100k_open_interest":15750497.955959404,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":44,"call_wall_distance_pct":4.6622241717143655,"put_wall":39,"put_wall_distance_pct":-7.231210393253177,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4407},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"LEMB","price":42.04,"totalOi":247,"analysisCoverage":0.6667,"avgIvPct":23,"ivRank":5.5,"iv52wHighPct":74.6,"iv52wLowPct":20,"frontDte":14,"frontAtmIvPct":16.6967,"backAtmIvPct":19.7256,"termPremiumPp":-3.0289,"expectedMoveFrontPct":3.27,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.692,"putCallOiFrontRatio":1,"putCallVolumeFrontRatio":0,"optionVolume":100,"volumeOiRatio":0.404858,"netDeltaNormalized":0.099879,"dealerDeltaNormalized":-0.099879,"gexPer100kOi":8344846.153846,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":27,"gammaFlipDistancePct":-2.521408,"maxPainDistancePct":-0.095147,"peakCallDistancePct":7.040913,"peakPutDistancePct":-11.988582},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LEMB.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."}