{"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/OGN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OGN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OGN.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":"OGN","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":13.720000267028809,"previous_close":13.710000038146973,"delta_neutral":11.020074319380463,"gamma_neutral":13.105358717714152,"gamma_max":13.890514706785117,"total_open_interest":90475,"previous_open_interest":90464,"listed_contracts":36,"listed_calls":65,"listed_puts":42,"gamma_max_distance_pct":1.2428165921110073,"delta_neutral_distance_pct":-19.678760168370168,"gamma_neutral_distance_pct":-4.479894587114049,"open_interest_change_1d_pct":0.012159533073929961,"call_open_interest":34942,"put_open_interest":55533,"put_call_open_interest_ratio":1.5892908247953752,"nearest_expiration_max_pain":13,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-5.247815255215962,"all_expiration_max_pain":11,"net_gamma_exposure":9079767.829452816,"net_gamma_exposure_per_100k_open_interest":10035664.91235459,"gamma_exposure_flip":13.105358717714152,"gamma_exposure_flip_distance_pct":-4.479894587114049,"call_wall":14,"call_wall_distance_pct":2.040814340536656,"put_wall":12.5,"put_wall_distance_pct":-8.892130053092272,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":678},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"OGN","price":13.72,"totalOi":90475,"analysisCoverage":0.8889,"avgIvPct":297.3,"ivRank":100,"iv52wHighPct":297.3,"iv52wLowPct":120.72,"frontDte":14,"frontAtmIvPct":102.3757,"backAtmIvPct":4.6671,"termPremiumPp":97.7086,"expectedMoveFrontPct":20.05,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":15.27,"riskReversal30dPp":15.27,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.589,"putCallOiFrontRatio":0.962,"putCallVolumeFrontRatio":0,"optionVolume":20,"volumeOiRatio":0.000221,"netDeltaNormalized":0.245317,"dealerDeltaNormalized":-0.156933,"gexPer100kOi":1181013.528599,"vannaPer100kOi":1788.33932,"charmPer100kOi":-2921640.232108,"weekendDeltaShiftPer100kOi":-8764920.696325,"ivSurfaceRangePp":287.2,"gammaFlipDistancePct":-4.373178,"maxPainDistancePct":-19.825073,"peakCallDistancePct":-8.892128,"peakPutDistancePct":-27.113703},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OGN.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."}