{"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/ORN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ORN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ORN.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":"ORN","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":9.300000190734863,"previous_close":9.1899995803833,"delta_neutral":6.492013886395657,"gamma_neutral":0.9905144790578061,"gamma_max":9.337800656613812,"total_open_interest":772,"previous_open_interest":768,"listed_contracts":24,"listed_calls":19,"listed_puts":7,"gamma_max_distance_pct":0.4064566140182163,"delta_neutral_distance_pct":-30.193400502686718,"gamma_neutral_distance_pct":-89.34930689523418,"open_interest_change_1d_pct":0.5208333333333333,"call_open_interest":572,"put_open_interest":200,"put_call_open_interest_ratio":0.34965034965034963,"nearest_expiration_max_pain":7.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-19.354840363639088,"all_expiration_max_pain":7.5,"net_gamma_exposure":25409.504180562326,"net_gamma_exposure_per_100k_open_interest":3291386.5518863117,"gamma_exposure_flip":0.9905144790578061,"gamma_exposure_flip_distance_pct":-89.34930689523418,"call_wall":15,"call_wall_distance_pct":61.290319272721824,"put_wall":10,"put_wall_distance_pct":7.526879515147885,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3815},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7222,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ORN","price":9.3,"totalOi":772,"analysisCoverage":0.7222,"avgIvPct":115.8,"ivRank":62.3,"iv52wHighPct":137.85,"iv52wLowPct":79.3,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.35,"putCallOiFrontRatio":0.012,"putCallVolumeFrontRatio":0,"optionVolume":6,"volumeOiRatio":0.007772,"netDeltaNormalized":0.242927,"dealerDeltaNormalized":-0.242927,"gexPer100kOi":337834.196891,"vannaPer100kOi":3497.409326,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":70,"gammaFlipDistancePct":null,"maxPainDistancePct":-19.354839,"peakCallDistancePct":61.290323,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ORN.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."}