{"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/OLLI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OLLI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OLLI.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":"OLLI","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":88.05500030517578,"previous_close":87.91000366210938,"delta_neutral":80.61042356423268,"gamma_neutral":81.26469216300856,"gamma_max":99.01592040013549,"total_open_interest":18879,"previous_open_interest":17846,"listed_contracts":150,"listed_calls":103,"listed_puts":74,"gamma_max_distance_pct":12.44781109189938,"delta_neutral_distance_pct":-8.454462228314274,"gamma_neutral_distance_pct":-7.7114395759852075,"open_interest_change_1d_pct":5.788411969068699,"call_open_interest":8036,"put_open_interest":10843,"put_call_open_interest_ratio":1.3493031358885017,"nearest_expiration_max_pain":80,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-9.1476920984149,"all_expiration_max_pain":80,"net_gamma_exposure":380082.25846793264,"net_gamma_exposure_per_100k_open_interest":2013254.1896707064,"gamma_exposure_flip":81.26469216300856,"gamma_exposure_flip_distance_pct":-7.7114395759852075,"call_wall":85,"call_wall_distance_pct":-3.4694228545658317,"put_wall":80,"put_wall_distance_pct":-9.1476920984149,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1617},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"OLLI","price":88.06,"totalOi":18879,"analysisCoverage":1,"avgIvPct":60.5,"ivRank":10.7,"iv52wHighPct":83.77,"iv52wLowPct":57.7,"frontDte":14,"frontAtmIvPct":43.5543,"backAtmIvPct":44.8694,"termPremiumPp":-1.3151,"expectedMoveFrontPct":8.53,"straddleFrontPct":6.96,"straddle30dPct":6.96,"riskReversalFrontPp":0.83,"riskReversal30dPp":0.83,"butterflyFrontPp":-4.89,"butterfly30dPp":-4.89,"putCallOiRatio":1.349,"putCallOiFrontRatio":0.859,"putCallVolumeFrontRatio":1.933,"optionVolume":145,"volumeOiRatio":0.00768,"netDeltaNormalized":0.133211,"dealerDeltaNormalized":-0.133048,"gexPer100kOi":2048803.326447,"vannaPer100kOi":1832.724191,"charmPer100kOi":-1161682.292494,"weekendDeltaShiftPer100kOi":-3485046.877483,"ivSurfaceRangePp":100,"gammaFlipDistancePct":-4.178969,"maxPainDistancePct":-9.15285,"peakCallDistancePct":7.88099,"peakPutDistancePct":-3.474903},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OLLI.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."}