{"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/OR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OR.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":"OR","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":34.470001220703125,"previous_close":33.97999954223633,"delta_neutral":36.50847061856628,"gamma_neutral":39.187779724549145,"gamma_max":45.27494536574646,"total_open_interest":19135,"previous_open_interest":19192,"listed_contracts":47,"listed_calls":34,"listed_puts":23,"gamma_max_distance_pct":31.34593490688288,"delta_neutral_distance_pct":5.9137491316328195,"gamma_neutral_distance_pct":13.686621226495523,"open_interest_change_1d_pct":-0.29699874947894955,"call_open_interest":8730,"put_open_interest":10405,"put_call_open_interest_ratio":1.1918671248568156,"nearest_expiration_max_pain":40,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":16.042931776792297,"all_expiration_max_pain":35,"net_gamma_exposure":-1711590.4874961982,"net_gamma_exposure_per_100k_open_interest":-8944815.717252146,"gamma_exposure_flip":39.187779724549145,"gamma_exposure_flip_distance_pct":13.686621226495523,"call_wall":35,"call_wall_distance_pct":1.5375653046932616,"put_wall":35,"put_wall_distance_pct":1.5375653046932616,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1608},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"OR","price":34.47,"totalOi":19135,"analysisCoverage":0.9444,"avgIvPct":65.2,"ivRank":9.2,"iv52wHighPct":89.9,"iv52wLowPct":62.7,"frontDte":14,"frontAtmIvPct":41.0013,"backAtmIvPct":44.1325,"termPremiumPp":-3.1312,"expectedMoveFrontPct":8.03,"straddleFrontPct":6.31,"straddle30dPct":6.31,"riskReversalFrontPp":35.4,"riskReversal30dPp":35.4,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.192,"putCallOiFrontRatio":2.133,"putCallVolumeFrontRatio":0.012,"optionVolume":206,"volumeOiRatio":0.010766,"netDeltaNormalized":-0.100248,"dealerDeltaNormalized":0.099247,"gexPer100kOi":-3131448.027175,"vannaPer100kOi":1301.280376,"charmPer100kOi":1293582.440554,"weekendDeltaShiftPer100kOi":3880752.547687,"ivSurfaceRangePp":95.2,"gammaFlipDistancePct":null,"maxPainDistancePct":1.537569,"peakCallDistancePct":16.042936,"peakPutDistancePct":-12.967798},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OR.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."}