{"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/OII","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OII.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OII.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":"OII","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":44.31999969482422,"previous_close":44.36000061035156,"delta_neutral":36.47464521934979,"gamma_neutral":25.787830112798524,"gamma_max":48.230208076139064,"total_open_interest":8417,"previous_open_interest":8419,"listed_contracts":70,"listed_calls":47,"listed_puts":35,"gamma_max_distance_pct":8.82267240126242,"delta_neutral_distance_pct":-17.701612205540304,"gamma_neutral_distance_pct":-41.81446234123038,"open_interest_change_1d_pct":-0.023755790473928017,"call_open_interest":7408,"put_open_interest":1009,"put_call_open_interest_ratio":0.13620410367170627,"nearest_expiration_max_pain":45,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.5342967280191409,"all_expiration_max_pain":45,"net_gamma_exposure":1033354.8289300266,"net_gamma_exposure_per_100k_open_interest":12276996.898301374,"gamma_exposure_flip":25.787830112798524,"gamma_exposure_flip_distance_pct":-41.81446234123038,"call_wall":50,"call_wall_distance_pct":12.815885253354601,"put_wall":45,"put_wall_distance_pct":1.5342967280191409,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2211},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"OII","price":44.32,"totalOi":8417,"analysisCoverage":0.9444,"avgIvPct":79.8,"ivRank":92.8,"iv52wHighPct":81.02,"iv52wLowPct":64,"frontDte":14,"frontAtmIvPct":40.6439,"backAtmIvPct":49.2635,"termPremiumPp":-8.6196,"expectedMoveFrontPct":7.96,"straddleFrontPct":6.26,"straddle30dPct":6.26,"riskReversalFrontPp":116.71,"riskReversal30dPp":116.71,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.136,"putCallOiFrontRatio":0.393,"putCallVolumeFrontRatio":0,"optionVolume":43,"volumeOiRatio":0.005109,"netDeltaNormalized":0.239834,"dealerDeltaNormalized":-0.239834,"gexPer100kOi":5408918.141856,"vannaPer100kOi":4205.774029,"charmPer100kOi":-312153.9741,"weekendDeltaShiftPer100kOi":-936461.9223,"ivSurfaceRangePp":59.9,"gammaFlipDistancePct":-8.551444,"maxPainDistancePct":1.534296,"peakCallDistancePct":24.097473,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OII.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."}