{"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/OCGN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OCGN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OCGN.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":"OCGN","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":1.0199999809265137,"previous_close":1,"delta_neutral":0.7429800740645325,"gamma_neutral":1.0199999809265137,"gamma_max":1.3209951535946298,"total_open_interest":79624,"previous_open_interest":79580,"listed_contracts":40,"listed_calls":42,"listed_puts":27,"gamma_max_distance_pct":29.509331205546513,"delta_neutral_distance_pct":-27.158814906089614,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.05529027393817543,"call_open_interest":64182,"put_open_interest":15442,"put_call_open_interest_ratio":0.24059705213299679,"nearest_expiration_max_pain":1,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.960782480441495,"all_expiration_max_pain":1,"net_gamma_exposure":799503.668612242,"net_gamma_exposure_per_100k_open_interest":1004098.8503620039,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":1,"call_wall_distance_pct":-1.960782480441495,"put_wall":1,"put_wall_distance_pct":-1.960782480441495,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":747},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"OCGN","price":1.02,"totalOi":79624,"analysisCoverage":0.9444,"avgIvPct":488.6,"ivRank":83.4,"iv52wHighPct":556.5,"iv52wLowPct":147.45,"frontDte":14,"frontAtmIvPct":98.1887,"backAtmIvPct":147.4904,"termPremiumPp":-49.3017,"expectedMoveFrontPct":19.23,"straddleFrontPct":14.71,"straddle30dPct":14.71,"riskReversalFrontPp":-63.64,"riskReversal30dPp":-63.64,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.241,"putCallOiFrontRatio":0.488,"putCallVolumeFrontRatio":0.4,"optionVolume":881,"volumeOiRatio":0.011065,"netDeltaNormalized":0.369941,"dealerDeltaNormalized":-0.339783,"gexPer100kOi":13830.503366,"vannaPer100kOi":155.73194,"charmPer100kOi":-402302.069728,"weekendDeltaShiftPer100kOi":-1206904.95328,"ivSurfaceRangePp":53.1,"gammaFlipDistancePct":11.764706,"maxPainDistancePct":-1.960784,"peakCallDistancePct":243.137255,"peakPutDistancePct":-1.960784},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OCGN.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."}