{"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/LLYX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/LLYX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LLYX.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":"LLYX","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":23.850000381469727,"previous_close":24.1299991607666,"delta_neutral":21.807526334613783,"gamma_neutral":29.812500476837158,"gamma_max":28.471951735192047,"total_open_interest":3534,"previous_open_interest":3402,"listed_contracts":111,"listed_calls":77,"listed_puts":52,"gamma_max_distance_pct":19.379250649041282,"delta_neutral_distance_pct":-8.563832344601744,"gamma_neutral_distance_pct":25,"open_interest_change_1d_pct":3.880070546737213,"call_open_interest":2267,"put_open_interest":1267,"put_call_open_interest_ratio":0.5588883987648875,"nearest_expiration_max_pain":24,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.6289292080968507,"all_expiration_max_pain":21,"net_gamma_exposure":-6264.500078789236,"net_gamma_exposure_per_100k_open_interest":-177263.72605515664,"gamma_exposure_flip":29.812500476837158,"gamma_exposure_flip_distance_pct":25,"call_wall":25,"call_wall_distance_pct":4.82180125843422,"put_wall":23,"put_wall_distance_pct":-3.563942842240518,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2796},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"LLYX","price":23.85,"totalOi":3534,"analysisCoverage":1,"avgIvPct":86.4,"ivRank":30.6,"iv52wHighPct":122.7,"iv52wLowPct":70.4,"frontDte":14,"frontAtmIvPct":64.438,"backAtmIvPct":75.8467,"termPremiumPp":-11.4087,"expectedMoveFrontPct":12.62,"straddleFrontPct":9.54,"straddle30dPct":9.54,"riskReversalFrontPp":3.17,"riskReversal30dPp":3.17,"butterflyFrontPp":4.98,"butterfly30dPp":4.98,"putCallOiRatio":0.559,"putCallOiFrontRatio":1.122,"putCallVolumeFrontRatio":0.161,"optionVolume":582,"volumeOiRatio":0.164686,"netDeltaNormalized":0.239714,"dealerDeltaNormalized":-0.239714,"gexPer100kOi":132044.708546,"vannaPer100kOi":424.448217,"charmPer100kOi":159790.605546,"weekendDeltaShiftPer100kOi":479400.113186,"ivSurfaceRangePp":109.8,"gammaFlipDistancePct":41.132075,"maxPainDistancePct":-11.949686,"peakCallDistancePct":9.014675,"peakPutDistancePct":-16.142558},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LLYX.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."}