{"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/OPY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OPY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OPY.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":"OPY","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":120.12999725341797,"previous_close":119.47000122070312,"delta_neutral":105.49154553709322,"gamma_neutral":96.27079302880836,"gamma_max":130.5885399635036,"total_open_interest":161,"previous_open_interest":156,"listed_contracts":45,"listed_calls":34,"listed_puts":19,"gamma_max_distance_pct":8.70602093499012,"delta_neutral_distance_pct":-12.185509074344255,"gamma_neutral_distance_pct":-19.86115439116999,"open_interest_change_1d_pct":3.205128205128205,"call_open_interest":112,"put_open_interest":49,"put_call_open_interest_ratio":0.4375,"nearest_expiration_max_pain":125,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":4.05394394233491,"all_expiration_max_pain":105,"net_gamma_exposure":13740.124767314463,"net_gamma_exposure_per_100k_open_interest":8534238.985909605,"gamma_exposure_flip":96.27079302880836,"gamma_exposure_flip_distance_pct":-19.86115439116999,"call_wall":135,"call_wall_distance_pct":12.378259457721702,"put_wall":105,"put_wall_distance_pct":-12.594687088438675,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4581},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"OPY","price":120.13,"totalOi":161,"analysisCoverage":0.6667,"avgIvPct":47.2,"ivRank":22.4,"iv52wHighPct":89.75,"iv52wLowPct":34.9,"frontDte":14,"frontAtmIvPct":41.3588,"backAtmIvPct":38.8377,"termPremiumPp":2.5211,"expectedMoveFrontPct":8.1,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.438,"putCallOiFrontRatio":0.143,"putCallVolumeFrontRatio":0.125,"optionVolume":10,"volumeOiRatio":0.062112,"netDeltaNormalized":0.252236,"dealerDeltaNormalized":-0.252174,"gexPer100kOi":10252062.111801,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":20.2,"gammaFlipDistancePct":-2.214268,"maxPainDistancePct":-12.594689,"peakCallDistancePct":8.216099,"peakPutDistancePct":-4.270374},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OPY.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."}