{"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/OMAB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OMAB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OMAB.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":"OMAB","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":94.13400268554688,"previous_close":94.18000030517578,"delta_neutral":86.00794450568901,"gamma_neutral":94.13400268554688,"gamma_max":107.71393899692661,"total_open_interest":509,"previous_open_interest":504,"listed_contracts":58,"listed_calls":35,"listed_puts":24,"gamma_max_distance_pct":14.426175371234665,"delta_neutral_distance_pct":-8.632436683907759,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.992063492063492,"call_open_interest":439,"put_open_interest":70,"put_call_open_interest_ratio":0.15945330296127563,"nearest_expiration_max_pain":100,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":6.2315392388533555,"all_expiration_max_pain":100,"net_gamma_exposure":43131.85353302546,"net_gamma_exposure_per_100k_open_interest":8473841.55855117,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":110,"call_wall_distance_pct":16.85469316273869,"put_wall":95,"put_wall_distance_pct":0.9199622769106878,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4062},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7222,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"OMAB","price":94.13,"totalOi":509,"analysisCoverage":0.7222,"avgIvPct":50.9,"ivRank":88.7,"iv52wHighPct":52.2,"iv52wLowPct":40.68,"frontDte":14,"frontAtmIvPct":39.01,"backAtmIvPct":30.8409,"termPremiumPp":8.1691,"expectedMoveFrontPct":7.64,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.159,"putCallOiFrontRatio":0.132,"putCallVolumeFrontRatio":0,"optionVolume":9,"volumeOiRatio":0.017682,"netDeltaNormalized":0.107734,"dealerDeltaNormalized":-0.106464,"gexPer100kOi":7880980.353635,"vannaPer100kOi":2554.027505,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":105.8,"gammaFlipDistancePct":-0.063742,"maxPainDistancePct":6.236057,"peakCallDistancePct":22.171465,"peakPutDistancePct":6.236057},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OMAB.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."}