{"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/OLN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OLN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OLN.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":"OLN","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":15.899999618530273,"previous_close":15.960000038146973,"delta_neutral":16.42195864428634,"gamma_neutral":19.874999523162842,"gamma_max":24.49746287512496,"total_open_interest":34894,"previous_open_interest":34566,"listed_contracts":111,"listed_calls":77,"listed_puts":49,"gamma_max_distance_pct":54.072097250713,"delta_neutral_distance_pct":3.2827612470365324,"gamma_neutral_distance_pct":25,"open_interest_change_1d_pct":0.9489093328704507,"call_open_interest":21938,"put_open_interest":12956,"put_call_open_interest_ratio":0.5905734342237214,"nearest_expiration_max_pain":17.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":10.062895722368726,"all_expiration_max_pain":20,"net_gamma_exposure":-19659.713372422397,"net_gamma_exposure_per_100k_open_interest":-56341.24311463976,"gamma_exposure_flip":19.874999523162842,"gamma_exposure_flip_distance_pct":25,"call_wall":17.5,"call_wall_distance_pct":10.062895722368726,"put_wall":17.5,"put_wall_distance_pct":10.062895722368726,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1198},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"OLN","price":15.9,"totalOi":34894,"analysisCoverage":0.8333,"avgIvPct":104.1,"ivRank":31.8,"iv52wHighPct":151.8,"iv52wLowPct":81.9,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-250.39,"riskReversal30dPp":-250.39,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.591,"putCallOiFrontRatio":0.233,"putCallVolumeFrontRatio":7.6,"optionVolume":196,"volumeOiRatio":0.005617,"netDeltaNormalized":-0.022038,"dealerDeltaNormalized":0.022032,"gexPer100kOi":-3450.736516,"vannaPer100kOi":3768.556199,"charmPer100kOi":-1724147.417894,"weekendDeltaShiftPer100kOi":-5172439.38786,"ivSurfaceRangePp":211.4,"gammaFlipDistancePct":null,"maxPainDistancePct":25.786164,"peakCallDistancePct":25.786164,"peakPutDistancePct":10.062893},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OLN.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."}