{"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/OMDA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OMDA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OMDA.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":"OMDA","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":20.3700008392334,"previous_close":20.40999984741211,"delta_neutral":11.323780121695092,"gamma_neutral":5.8403822178898945,"gamma_max":17.5,"total_open_interest":18694,"previous_open_interest":18683,"listed_contracts":64,"listed_calls":51,"listed_puts":33,"gamma_max_distance_pct":-14.089350618511842,"delta_neutral_distance_pct":-44.40952550239929,"gamma_neutral_distance_pct":-71.32851262999903,"open_interest_change_1d_pct":0.0588770540063159,"call_open_interest":17185,"put_open_interest":1509,"put_call_open_interest_ratio":0.087809135874309,"nearest_expiration_max_pain":20,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.8164007068706776,"all_expiration_max_pain":15,"net_gamma_exposure":1006189.1075656089,"net_gamma_exposure_per_100k_open_interest":5382417.3936322285,"gamma_exposure_flip":5.8403822178898945,"gamma_exposure_flip_distance_pct":-71.32851262999903,"call_wall":17.5,"call_wall_distance_pct":-14.089350618511842,"put_wall":20,"put_wall_distance_pct":-1.8164007068706776,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":1621},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"OMDA","price":20.37,"totalOi":18694,"analysisCoverage":0.9444,"avgIvPct":101.2,"ivRank":83.4,"iv52wHighPct":106.03,"iv52wLowPct":77,"frontDte":14,"frontAtmIvPct":70.8715,"backAtmIvPct":69.8423,"termPremiumPp":1.0292,"expectedMoveFrontPct":13.88,"straddleFrontPct":10.68,"straddle30dPct":10.68,"riskReversalFrontPp":33.6,"riskReversal30dPp":33.6,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.088,"putCallOiFrontRatio":0.244,"putCallVolumeFrontRatio":1.857,"optionVolume":71,"volumeOiRatio":0.003798,"netDeltaNormalized":0.543098,"dealerDeltaNormalized":-0.543099,"gexPer100kOi":1396970.685782,"vannaPer100kOi":-3391.462501,"charmPer100kOi":-59976.463036,"weekendDeltaShiftPer100kOi":-179924.039799,"ivSurfaceRangePp":93.7,"gammaFlipDistancePct":-38.389789,"maxPainDistancePct":-26.362297,"peakCallDistancePct":22.729504,"peakPutDistancePct":-1.816397},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OMDA.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."}