{"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/LOW","markdown_url":"https://halfonadouble.com/stock/LOW.md","history_url":"https://halfonadouble.com/api/v1/history/LOW.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LOW.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":"LOW","page_tier":"A","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":180.8000030517578,"previous_close":182.41000366210938,"delta_neutral":200.2135722262406,"gamma_neutral":200.67696844569912,"gamma_max":218.67383354459542,"total_open_interest":124572,"previous_open_interest":122804,"listed_contracts":651,"listed_calls":382,"listed_puts":315,"gamma_max_distance_pct":20.94791474201216,"delta_neutral_distance_pct":10.737593388715393,"gamma_neutral_distance_pct":10.993896603116264,"open_interest_change_1d_pct":1.4396925181590177,"call_open_interest":62050,"put_open_interest":62522,"put_call_open_interest_ratio":1.0076067687348913,"nearest_expiration_max_pain":190,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":5.088493801412434,"all_expiration_max_pain":205,"net_gamma_exposure":-10076010.964206537,"net_gamma_exposure_per_100k_open_interest":-8088503.80840521,"gamma_exposure_flip":200.67696844569912,"gamma_exposure_flip_distance_pct":10.993896603116264,"call_wall":200,"call_wall_distance_pct":10.619467159381509,"put_wall":180,"put_wall_distance_pct":-0.4424795565566416,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":566},"history_summary":{"first_date":"2020-12-01","last_date":"2026-10-02","session_count":1394,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":1.1904761904761905,"gamma_max_cross_count":2,"delta_neutral_cross_count":22,"gamma_max_prior_sessions_closer_pct":75.79365079365078,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":99.60317460317461,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":75.79365079365078,"open_interest_change_1d_contracts":1768,"open_interest_change_z_252":0.23468986289472304,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":6.530978748877582,"open_interest_change_21_sessions_pct":-2.363093418608479,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":842,"put_change_contracts":926,"call_growth_pct":1.375637171611554,"put_growth_pct":1.5033443730112344,"call_minus_put_growth_pp":-0.12770720139968028},"five_sessions":{"call_change_contracts":5442,"put_change_contracts":2195,"call_growth_pct":9.613482193329565,"put_growth_pct":3.638503489316558,"call_minus_put_growth_pp":5.974978704013007},"call_change_surprise":{"z_score":0.19481311421382022,"comparison_sessions":252},"put_change_surprise":{"z_score":0.25641818158154817,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":-0.07178882963685877,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":61.963314353521824,"directional_score":7.165354330708656,"catalyst_reasons":["OI change 0.23σ","IV rank 100","25Δ risk reversal -105.4 pp"],"features":{"symbol":"LOW","price":180.8,"totalOi":129133,"analysisCoverage":1,"avgIvPct":89.8,"ivRank":100,"iv52wHighPct":89.8,"iv52wLowPct":37,"frontDte":7,"frontAtmIvPct":30.1838,"backAtmIvPct":34.7438,"termPremiumPp":-4.56,"expectedMoveFrontPct":4.18,"straddleFrontPct":3.18,"straddle30dPct":7.13,"riskReversalFrontPp":-105.35,"riskReversal30dPp":0.73,"butterflyFrontPp":7.59,"butterfly30dPp":7.59,"putCallOiRatio":0.984,"putCallOiFrontRatio":1.996,"putCallVolumeFrontRatio":0.94,"optionVolume":13320,"volumeOiRatio":0.103149,"netDeltaNormalized":-0.199716,"dealerDeltaNormalized":0.199541,"gexPer100kOi":-15415603.718647,"vannaPer100kOi":2147.398419,"charmPer100kOi":1579095.196425,"weekendDeltaShiftPer100kOi":4737286.363672,"ivSurfaceRangePp":118.4,"gammaFlipDistancePct":null,"maxPainDistancePct":10.619469,"peakCallDistancePct":6.471239,"peakPutDistancePct":0.940265},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LOW.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":[{"direction":"above","event_count":11,"completed_path_count":11,"latest_cross_date":"2026-01-09","horizons":[{"sessions":1,"sample_size":11,"median_return_pct":1.0780310557989559,"p25_return_pct":-0.5120153322370091,"p75_return_pct":1.3142087565209515,"above_zero_pct":63.63636363636363,"median_interval_low_pct":-0.9578544061302652,"median_interval_high_pct":1.3772026911568647,"median_interval_nominal_coverage_pct":93.45703125,"confidence_floor_pct":0},{"sessions":3,"sample_size":11,"median_return_pct":-0.05320347643855694,"p25_return_pct":-1.373889473626072,"p75_return_pct":1.6281053687647318,"above_zero_pct":45.45454545454545,"median_interval_low_pct":-2.082156927225065,"median_interval_high_pct":1.7399093678664768,"median_interval_nominal_coverage_pct":93.45703125,"confidence_floor_pct":0},{"sessions":5,"sample_size":11,"median_return_pct":-0.8823225563593939,"p25_return_pct":-1.8972247224700145,"p75_return_pct":2.5278002929519094,"above_zero_pct":45.45454545454545,"median_interval_low_pct":-1.9019905169120999,"median_interval_high_pct":3.869614411341704,"median_interval_nominal_coverage_pct":93.45703125,"confidence_floor_pct":0},{"sessions":10,"sample_size":11,"median_return_pct":-1.3257029012064048,"p25_return_pct":-3.4936923587044424,"p75_return_pct":1.812446484762198,"above_zero_pct":45.45454545454545,"median_interval_low_pct":-3.8651698232936016,"median_interval_high_pct":2.405811696081517,"median_interval_nominal_coverage_pct":93.45703125,"confidence_floor_pct":0}]},{"direction":"below","event_count":11,"completed_path_count":11,"latest_cross_date":"2026-01-14","horizons":[{"sessions":1,"sample_size":11,"median_return_pct":0.5491951841324783,"p25_return_pct":-1.1310637154912595,"p75_return_pct":0.825244749989662,"above_zero_pct":54.54545454545454,"median_interval_low_pct":-1.5839064087146415,"median_interval_high_pct":0.9012632889826122,"median_interval_nominal_coverage_pct":93.45703125,"confidence_floor_pct":0},{"sessions":3,"sample_size":11,"median_return_pct":-1.4691239827668734,"p25_return_pct":-2.0420155732955525,"p75_return_pct":0.9689740718477391,"above_zero_pct":45.45454545454545,"median_interval_low_pct":-2.08403185492948,"median_interval_high_pct":1.3080348784377138,"median_interval_nominal_coverage_pct":93.45703125,"confidence_floor_pct":0},{"sessions":5,"sample_size":11,"median_return_pct":0,"p25_return_pct":-3.5408705664287945,"p75_return_pct":1.0371748857792351,"above_zero_pct":45.45454545454545,"median_interval_low_pct":-3.5667316134248117,"median_interval_high_pct":1.0468884740398199,"median_interval_nominal_coverage_pct":93.45703125,"confidence_floor_pct":0},{"sessions":10,"sample_size":11,"median_return_pct":-2.9382538033135286,"p25_return_pct":-4.419341776571651,"p75_return_pct":0.7194431527045686,"above_zero_pct":27.27272727272727,"median_interval_low_pct":-5.762304921968786,"median_interval_high_pct":1.7743550440683764,"median_interval_nominal_coverage_pct":93.45703125,"confidence_floor_pct":0}]}],"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."}