{"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/MKTX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/MKTX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/MKTX.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":"MKTX","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":164.13999938964844,"previous_close":164.22000122070312,"delta_neutral":149.7419993229369,"gamma_neutral":123.92569953918456,"gamma_max":164.57813783163675,"total_open_interest":2013,"previous_open_interest":2003,"listed_contracts":80,"listed_calls":45,"listed_puts":47,"gamma_max_distance_pct":0.26692972073688587,"delta_neutral_distance_pct":-8.771780260905473,"gamma_neutral_distance_pct":-24.500000000000004,"open_interest_change_1d_pct":0.4992511233150275,"call_open_interest":1284,"put_open_interest":729,"put_call_open_interest_ratio":0.5677570093457944,"nearest_expiration_max_pain":160,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.5222367521889537,"all_expiration_max_pain":150,"net_gamma_exposure":407224.93219718547,"net_gamma_exposure_per_100k_open_interest":20229753.21396848,"gamma_exposure_flip":123.92569953918456,"gamma_exposure_flip_distance_pct":-24.500000000000004,"call_wall":170,"call_wall_distance_pct":3.5701234507992363,"put_wall":160,"put_wall_distance_pct":-2.5222367521889537,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3199},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"MKTX","price":164.14,"totalOi":2013,"analysisCoverage":0.9444,"avgIvPct":44.2,"ivRank":12.4,"iv52wHighPct":109.19,"iv52wLowPct":35,"frontDte":14,"frontAtmIvPct":19.8624,"backAtmIvPct":15.0111,"termPremiumPp":4.8513,"expectedMoveFrontPct":3.89,"straddleFrontPct":5.01,"straddle30dPct":5.01,"riskReversalFrontPp":90.85,"riskReversal30dPp":90.85,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.568,"putCallOiFrontRatio":6.6,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.000497,"netDeltaNormalized":0.269564,"dealerDeltaNormalized":-0.233408,"gexPer100kOi":33062773.472429,"vannaPer100kOi":1142.573274,"charmPer100kOi":-13313.462494,"weekendDeltaShiftPer100kOi":-39940.387481,"ivSurfaceRangePp":87.8,"gammaFlipDistancePct":-2.059218,"maxPainDistancePct":-8.614597,"peakCallDistancePct":3.570123,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/MKTX.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."}