{"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/LEUX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/LEUX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LEUX.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":"LEUX","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":7.210000038146973,"previous_close":7.139999866485596,"delta_neutral":5.709426538302241,"gamma_neutral":3.477361119396375,"gamma_max":7.461050854306185,"total_open_interest":3121,"previous_open_interest":3113,"listed_contracts":58,"listed_calls":39,"listed_puts":27,"gamma_max_distance_pct":3.481980788223886,"delta_neutral_distance_pct":-20.812392398133625,"gamma_neutral_distance_pct":-51.77030373095415,"open_interest_change_1d_pct":0.256986829424992,"call_open_interest":2726,"put_open_interest":395,"put_call_open_interest_ratio":0.14490095377842993,"nearest_expiration_max_pain":8,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":10.957003573831653,"all_expiration_max_pain":8,"net_gamma_exposure":330670.47643077414,"net_gamma_exposure_per_100k_open_interest":10595016.867375012,"gamma_exposure_flip":3.477361119396375,"gamma_exposure_flip_distance_pct":-51.77030373095415,"call_wall":8,"call_wall_distance_pct":10.957003573831653,"put_wall":10,"put_wall_distance_pct":38.69625446728956,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2897},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"LEUX","price":7.21,"totalOi":3121,"analysisCoverage":0.8889,"avgIvPct":155.3,"ivRank":0,"iv52wHighPct":190.77,"iv52wLowPct":155.3,"frontDte":14,"frontAtmIvPct":132.6033,"backAtmIvPct":140.1486,"termPremiumPp":-7.5453,"expectedMoveFrontPct":25.97,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":8.18,"riskReversal30dPp":8.18,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.145,"putCallOiFrontRatio":0.084,"putCallVolumeFrontRatio":5,"optionVolume":11,"volumeOiRatio":0.003525,"netDeltaNormalized":0.220638,"dealerDeltaNormalized":-0.220497,"gexPer100kOi":765024.99199,"vannaPer100kOi":1537.9686,"charmPer100kOi":-1732169.176546,"weekendDeltaShiftPer100kOi":-5196507.529638,"ivSurfaceRangePp":32.8,"gammaFlipDistancePct":-18.169209,"maxPainDistancePct":10.957004,"peakCallDistancePct":24.82663,"peakPutDistancePct":10.957004},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LEUX.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."}