{"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/MTG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/MTG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/MTG.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":"MTG","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":26.950000762939453,"previous_close":26.3700008392334,"delta_neutral":23.63503596312748,"gamma_neutral":26.950000762939453,"gamma_max":26.97955317383457,"total_open_interest":6010,"previous_open_interest":5471,"listed_contracts":21,"listed_calls":14,"listed_puts":9,"gamma_max_distance_pct":0.10965643806495548,"delta_neutral_distance_pct":-12.30042562511011,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":9.851946627673186,"call_open_interest":4690,"put_open_interest":1320,"put_call_open_interest_ratio":0.2814498933901919,"nearest_expiration_max_pain":17.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-35.064936903210445,"all_expiration_max_pain":25,"net_gamma_exposure":855113.9727097758,"net_gamma_exposure_per_100k_open_interest":14228185.901992941,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":30,"call_wall_distance_pct":11.317251023067806,"put_wall":25,"put_wall_distance_pct":-7.235624147443495,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2456},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"MTG","price":26.95,"totalOi":6010,"analysisCoverage":0.8333,"avgIvPct":48.4,"ivRank":0,"iv52wHighPct":112.28,"iv52wLowPct":48.4,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":5.75,"riskReversal30dPp":5.75,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.281,"putCallOiFrontRatio":0.001,"putCallVolumeFrontRatio":0,"optionVolume":8,"volumeOiRatio":0.001331,"netDeltaNormalized":0.29397,"dealerDeltaNormalized":-0.293825,"gexPer100kOi":4018769.21797,"vannaPer100kOi":3460.898502,"charmPer100kOi":-1716871.8802,"weekendDeltaShiftPer100kOi":-5150615.640599,"ivSurfaceRangePp":113,"gammaFlipDistancePct":-16.437848,"maxPainDistancePct":-7.235622,"peakCallDistancePct":11.317254,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/MTG.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."}