{"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/OTTR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/OTTR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/OTTR.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":"OTTR","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":88.87000274658203,"previous_close":88.45999908447266,"delta_neutral":82.16121059940482,"gamma_neutral":70.16748273131529,"gamma_max":93.74973083584332,"total_open_interest":418,"previous_open_interest":418,"listed_contracts":28,"listed_calls":18,"listed_puts":14,"gamma_max_distance_pct":5.49086073866355,"delta_neutral_distance_pct":-7.548995093775024,"gamma_neutral_distance_pct":-21.04480638826811,"open_interest_change_1d_pct":0,"call_open_interest":336,"put_open_interest":82,"put_call_open_interest_ratio":0.24404761904761904,"nearest_expiration_max_pain":90,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.271517068183537,"all_expiration_max_pain":90,"net_gamma_exposure":77180.30411357414,"net_gamma_exposure_per_100k_open_interest":18464187.586979456,"gamma_exposure_flip":70.16748273131529,"gamma_exposure_flip_distance_pct":-21.04480638826811,"call_wall":95,"call_wall_distance_pct":6.8977124608604,"put_wall":95,"put_wall_distance_pct":6.8977124608604,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4160},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"OTTR","price":88.87,"totalOi":418,"analysisCoverage":0.7778,"avgIvPct":51.1,"ivRank":27.8,"iv52wHighPct":85.15,"iv52wLowPct":38,"frontDte":14,"frontAtmIvPct":33.3934,"backAtmIvPct":24.0723,"termPremiumPp":9.3211,"expectedMoveFrontPct":6.54,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.244,"putCallOiFrontRatio":0.266,"putCallVolumeFrontRatio":0,"optionVolume":2,"volumeOiRatio":0.004785,"netDeltaNormalized":0.203254,"dealerDeltaNormalized":-0.20323,"gexPer100kOi":14680157.894737,"vannaPer100kOi":2153.110048,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":50.3,"gammaFlipDistancePct":-44.885788,"maxPainDistancePct":1.27152,"peakCallDistancePct":null,"peakPutDistancePct":-4.354675},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/OTTR.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."}