{"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/OTIS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OTIS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OTIS.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":"OTIS","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":64.05000305175781,"previous_close":64.4800033569336,"delta_neutral":62.46521483349753,"gamma_neutral":64.05000305175781,"gamma_max":72.84373432174147,"total_open_interest":23133,"previous_open_interest":22547,"listed_contracts":94,"listed_calls":50,"listed_puts":47,"gamma_max_distance_pct":13.729478299755232,"delta_neutral_distance_pct":-2.4742984274015463,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":2.5990153900740673,"call_open_interest":15969,"put_open_interest":7164,"put_call_open_interest_ratio":0.4486191996994176,"nearest_expiration_max_pain":67.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":5.38641184053387,"all_expiration_max_pain":67.5,"net_gamma_exposure":952833.9024472216,"net_gamma_exposure_per_100k_open_interest":4118937.8915282134,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":67.5,"call_wall_distance_pct":5.38641184053387,"put_wall":65,"put_wall_distance_pct":1.4832114019955778,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1468},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"OTIS","price":64.05,"totalOi":23133,"analysisCoverage":1,"avgIvPct":47.4,"ivRank":34.5,"iv52wHighPct":82.19,"iv52wLowPct":29.1,"frontDte":14,"frontAtmIvPct":25.0706,"backAtmIvPct":28.7666,"termPremiumPp":-3.696,"expectedMoveFrontPct":4.91,"straddleFrontPct":3.94,"straddle30dPct":3.94,"riskReversalFrontPp":1.9,"riskReversal30dPp":1.9,"butterflyFrontPp":-0.44,"butterfly30dPp":-0.44,"putCallOiRatio":0.449,"putCallOiFrontRatio":0.653,"putCallVolumeFrontRatio":0.194,"optionVolume":1598,"volumeOiRatio":0.069079,"netDeltaNormalized":0.075559,"dealerDeltaNormalized":-0.075539,"gexPer100kOi":3521430.813124,"vannaPer100kOi":2537.50054,"charmPer100kOi":-3981580.426231,"weekendDeltaShiftPer100kOi":-11944736.955864,"ivSurfaceRangePp":246.7,"gammaFlipDistancePct":5.058548,"maxPainDistancePct":5.386417,"peakCallDistancePct":5.386417,"peakPutDistancePct":-2.419984},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OTIS.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."}