{"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/LGIH","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/LGIH.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LGIH.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":"LGIH","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":48.13999938964844,"previous_close":47.709999084472656,"delta_neutral":46.20901752365917,"gamma_neutral":33.12406844345203,"gamma_max":70.54012452549992,"total_open_interest":3855,"previous_open_interest":3823,"listed_contracts":77,"listed_calls":46,"listed_puts":40,"gamma_max_distance_pct":46.53121192325605,"delta_neutral_distance_pct":-4.011179664461082,"gamma_neutral_distance_pct":-31.192212581176904,"open_interest_change_1d_pct":0.837038974627256,"call_open_interest":2230,"put_open_interest":1625,"put_call_open_interest_ratio":0.7286995515695067,"nearest_expiration_max_pain":50,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":3.863732102064628,"all_expiration_max_pain":45,"net_gamma_exposure":21506.44811060066,"net_gamma_exposure_per_100k_open_interest":557884.5164876955,"gamma_exposure_flip":33.12406844345203,"gamma_exposure_flip_distance_pct":-31.192212581176904,"call_wall":45,"call_wall_distance_pct":-6.522641108141835,"put_wall":50,"put_wall_distance_pct":3.863732102064628,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2737},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"LGIH","price":48.14,"totalOi":3855,"analysisCoverage":1,"avgIvPct":79.7,"ivRank":52.3,"iv52wHighPct":91.46,"iv52wLowPct":66.8,"frontDte":14,"frontAtmIvPct":50.1922,"backAtmIvPct":61.6545,"termPremiumPp":-11.4623,"expectedMoveFrontPct":9.83,"straddleFrontPct":21.81,"straddle30dPct":21.81,"riskReversalFrontPp":-1.46,"riskReversal30dPp":-1.46,"butterflyFrontPp":-1.25,"butterfly30dPp":-1.25,"putCallOiRatio":0.729,"putCallOiFrontRatio":6.857,"putCallVolumeFrontRatio":0,"optionVolume":8,"volumeOiRatio":0.002075,"netDeltaNormalized":0.068214,"dealerDeltaNormalized":-0.068176,"gexPer100kOi":-10075.226978,"vannaPer100kOi":25.940337,"charmPer100kOi":3268.48249,"weekendDeltaShiftPer100kOi":9805.447471,"ivSurfaceRangePp":40,"gammaFlipDistancePct":-26.215206,"maxPainDistancePct":-6.522642,"peakCallDistancePct":null,"peakPutDistancePct":3.863731},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LGIH.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."}