{"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/LNN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/LNN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LNN.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":"LNN","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":114.3499984741211,"previous_close":112.37999725341797,"delta_neutral":67.2255553809049,"gamma_neutral":51.72193015532376,"gamma_max":96.24804211201361,"total_open_interest":2476,"previous_open_interest":2470,"listed_contracts":42,"listed_calls":25,"listed_puts":17,"gamma_max_distance_pct":-15.830307480243821,"delta_neutral_distance_pct":-41.21070723396737,"gamma_neutral_distance_pct":-54.768753086578215,"open_interest_change_1d_pct":0.24291497975708504,"call_open_interest":2428,"put_open_interest":48,"put_call_open_interest_ratio":0.019769357495881382,"nearest_expiration_max_pain":115,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.5684315999584469,"all_expiration_max_pain":95,"net_gamma_exposure":380035.04509371216,"net_gamma_exposure_per_100k_open_interest":15348749.80184621,"gamma_exposure_flip":51.72193015532376,"gamma_exposure_flip_distance_pct":-54.768753086578215,"call_wall":105,"call_wall_distance_pct":-8.176649408733592,"put_wall":100,"put_wall_distance_pct":-12.549189913079612,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3060},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"LNN","price":114.35,"totalOi":2476,"analysisCoverage":0.8333,"avgIvPct":41.7,"ivRank":4.4,"iv52wHighPct":91.68,"iv52wLowPct":39.4,"frontDte":14,"frontAtmIvPct":35.7932,"backAtmIvPct":33.2243,"termPremiumPp":2.5689,"expectedMoveFrontPct":7.01,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.02,"putCallOiFrontRatio":1.462,"putCallVolumeFrontRatio":0,"optionVolume":2,"volumeOiRatio":0.000808,"netDeltaNormalized":0.792177,"dealerDeltaNormalized":-0.792181,"gexPer100kOi":17059260.500808,"vannaPer100kOi":-6058.15832,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":63.7,"gammaFlipDistancePct":-21.259292,"maxPainDistancePct":-16.921732,"peakCallDistancePct":22.431132,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LNN.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."}