{"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/ORR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ORR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ORR.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":"ORR","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":37.880001068115234,"previous_close":37.25,"delta_neutral":30.649838492538905,"gamma_neutral":22.721882125357315,"gamma_max":37.473698744674344,"total_open_interest":2458,"previous_open_interest":2458,"listed_contracts":27,"listed_calls":17,"listed_puts":12,"gamma_max_distance_pct":-1.0726037803174389,"delta_neutral_distance_pct":-19.0870178767291,"gamma_neutral_distance_pct":-40.016152363620115,"open_interest_change_1d_pct":0,"call_open_interest":2192,"put_open_interest":266,"put_call_open_interest_ratio":0.12135036496350365,"nearest_expiration_max_pain":38,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.3167870340578539,"all_expiration_max_pain":35,"net_gamma_exposure":600848.8281914428,"net_gamma_exposure_per_100k_open_interest":24444622.79053876,"gamma_exposure_flip":22.721882125357315,"gamma_exposure_flip_distance_pct":-40.016152363620115,"call_wall":37,"call_wall_distance_pct":-2.3231284142068267,"put_wall":37,"put_wall_distance_pct":-2.3231284142068267,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3062},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ORR","price":37.88,"totalOi":2458,"analysisCoverage":0.8889,"avgIvPct":32.9,"ivRank":12.7,"iv52wHighPct":82.34,"iv52wLowPct":25.7,"frontDte":14,"frontAtmIvPct":34.0061,"backAtmIvPct":43.5048,"termPremiumPp":-9.4987,"expectedMoveFrontPct":6.66,"straddleFrontPct":2.38,"straddle30dPct":2.38,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.121,"putCallOiFrontRatio":5.045,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.567222,"dealerDeltaNormalized":-0.560765,"gexPer100kOi":11550911.716843,"vannaPer100kOi":-4475.183076,"charmPer100kOi":770016.273393,"weekendDeltaShiftPer100kOi":2310089.503662,"ivSurfaceRangePp":92.5,"gammaFlipDistancePct":-10.216473,"maxPainDistancePct":-7.602957,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ORR.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."}