{"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/MRSH","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/MRSH.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/MRSH.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":"MRSH","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":170.05999755859375,"previous_close":171.85000610351562,"delta_neutral":174.28752152759373,"gamma_neutral":173.82865953813618,"gamma_max":192.83910419223167,"total_open_interest":13942,"previous_open_interest":13960,"listed_contracts":201,"listed_calls":110,"listed_puts":107,"gamma_max_distance_pct":13.39474712493127,"delta_neutral_distance_pct":2.4859014640073673,"gamma_neutral_distance_pct":2.216077874659469,"open_interest_change_1d_pct":-0.12893982808022922,"call_open_interest":7424,"put_open_interest":6518,"put_call_open_interest_ratio":0.8779633620689655,"nearest_expiration_max_pain":180,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":5.844997403331989,"all_expiration_max_pain":180,"net_gamma_exposure":-539052.3640319827,"net_gamma_exposure_per_100k_open_interest":-3866391.9382583755,"gamma_exposure_flip":173.82865953813618,"gamma_exposure_flip_distance_pct":2.216077874659469,"call_wall":180,"call_wall_distance_pct":5.844997403331989,"put_wall":170,"put_wall_distance_pct":-0.03528023018645404,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1830},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"MRSH","price":170.06,"totalOi":13942,"analysisCoverage":1,"avgIvPct":36.7,"ivRank":33.5,"iv52wHighPct":46.23,"iv52wLowPct":31.9,"frontDte":14,"frontAtmIvPct":32.27,"backAtmIvPct":26.4194,"termPremiumPp":5.8506,"expectedMoveFrontPct":6.32,"straddleFrontPct":4.54,"straddle30dPct":4.54,"riskReversalFrontPp":4,"riskReversal30dPp":4,"butterflyFrontPp":13.99,"butterfly30dPp":13.99,"putCallOiRatio":0.878,"putCallOiFrontRatio":0.985,"putCallVolumeFrontRatio":0.333,"optionVolume":319,"volumeOiRatio":0.022881,"netDeltaNormalized":-0.059521,"dealerDeltaNormalized":0.059504,"gexPer100kOi":-6721023.454311,"vannaPer100kOi":2560.608234,"charmPer100kOi":1601219.337254,"weekendDeltaShiftPer100kOi":4803665.184335,"ivSurfaceRangePp":58.1,"gammaFlipDistancePct":null,"maxPainDistancePct":5.844996,"peakCallDistancePct":8.785135,"peakPutDistancePct":-0.035282},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/MRSH.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."}