{"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/OTEX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OTEX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OTEX.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":"OTEX","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":22.219999313354492,"previous_close":22.399999618530273,"delta_neutral":21.90289106884206,"gamma_neutral":20.02080791125575,"gamma_max":26.94307902465637,"total_open_interest":6477,"previous_open_interest":6342,"listed_contracts":65,"listed_calls":42,"listed_puts":33,"gamma_max_distance_pct":21.255984956143763,"delta_neutral_distance_pct":-1.4271298573886397,"gamma_neutral_distance_pct":-9.897351350398106,"open_interest_change_1d_pct":2.128666035950804,"call_open_interest":4358,"put_open_interest":2119,"put_call_open_interest_ratio":0.48623221661312527,"nearest_expiration_max_pain":22.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.2601291417557514,"all_expiration_max_pain":25,"net_gamma_exposure":154306.7445712543,"net_gamma_exposure_per_100k_open_interest":2382379.876042215,"gamma_exposure_flip":20.02080791125575,"gamma_exposure_flip_distance_pct":-9.897351350398106,"call_wall":25,"call_wall_distance_pct":12.511254601950835,"put_wall":22.5,"put_wall_distance_pct":1.2601291417557514,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2399},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"OTEX","price":22.22,"totalOi":6477,"analysisCoverage":0.9444,"avgIvPct":61.8,"ivRank":13.1,"iv52wHighPct":81.9,"iv52wLowPct":58.78,"frontDte":14,"frontAtmIvPct":41.9715,"backAtmIvPct":43.805,"termPremiumPp":-1.8335,"expectedMoveFrontPct":8.22,"straddleFrontPct":6.41,"straddle30dPct":6.41,"riskReversalFrontPp":-18.56,"riskReversal30dPp":-18.56,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.486,"putCallOiFrontRatio":0.651,"putCallVolumeFrontRatio":0.8,"optionVolume":16,"volumeOiRatio":0.00247,"netDeltaNormalized":0.029438,"dealerDeltaNormalized":-0.029277,"gexPer100kOi":625587.463332,"vannaPer100kOi":4508.259997,"charmPer100kOi":22294.27204,"weekendDeltaShiftPer100kOi":66882.816119,"ivSurfaceRangePp":52.2,"gammaFlipDistancePct":24.707471,"maxPainDistancePct":12.511251,"peakCallDistancePct":-9.990999,"peakPutDistancePct":12.511251},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OTEX.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."}