{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-11-13","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/LYTE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/LYTE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/LYTE.json?date=2026-11-13&public_schema=5","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"LYTE","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":15.069999694824219,"previous_close":16.280000686645508,"delta_neutral":15.908613088752066,"gamma_neutral":15.069999694824219,"gamma_max":19.566007773203747,"total_open_interest":22514,"previous_open_interest":22570,"listed_contracts":150,"listed_calls":94,"listed_puts":76,"gamma_max_distance_pct":29.834161708202817,"delta_neutral_distance_pct":5.5647870664248815,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-0.24811696942844486,"call_open_interest":16439,"put_open_interest":6075,"put_call_open_interest_ratio":0.36954802603564696,"nearest_expiration_max_pain":19,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":26.078303813937946,"all_expiration_max_pain":20,"net_gamma_exposure":466229.0189605072,"net_gamma_exposure_per_100k_open_interest":2070840.4502110116,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":20,"call_wall_distance_pct":32.714004014671524,"put_wall":20,"put_wall_distance_pct":32.714004014671524,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1575},"history_summary":null,"advanced_options":{"data_through":"2026-11-13","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":15.07,"totalOi":22514,"analysisCoverage":1,"avgIvPct":207.3,"ivRank":100,"iv52wHighPct":207.3,"iv52wLowPct":110.3,"frontDte":7,"termPremiumPp":10.8003,"riskReversalFrontPp":-18.29,"riskReversal30dPp":7.38,"butterflyFrontPp":41.94,"butterfly30dPp":41.94,"putCallOiRatio":0.37,"putCallOiFrontRatio":0.644,"putCallVolumeFrontRatio":0.255,"optionVolume":6946,"volumeOiRatio":0.308519,"netDeltaNormalized":0.001641,"dealerDeltaNormalized":-0.001641,"gexPer100kOi":328779.381718,"vannaPer100kOi":1701.16372,"charmPer100kOi":-18158310.38465,"weekendDeltaShiftPer100kOi":-54474926.712268,"ivSurfaceRangePp":43.6,"gammaFlipDistancePct":28.467153,"maxPainDistancePct":32.714001,"peakCallDistancePct":39.349701,"peakPutDistancePct":-13.735899},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/LYTE.json?date=2026-11-13&public_schema=5","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."}