{"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/QLYS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/QLYS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/QLYS.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":"QLYS","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":193,"previous_close":187.42999267578125,"delta_neutral":182.09468810245392,"gamma_neutral":145.715,"gamma_max":213.56490030247673,"total_open_interest":6271,"previous_open_interest":6245,"listed_contracts":129,"listed_calls":87,"listed_puts":73,"gamma_max_distance_pct":10.655388757759964,"delta_neutral_distance_pct":-5.650420672303671,"gamma_neutral_distance_pct":-24.5,"open_interest_change_1d_pct":0.4163330664531626,"call_open_interest":3099,"put_open_interest":3172,"put_call_open_interest_ratio":1.0235559858018717,"nearest_expiration_max_pain":170,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-11.917098445595855,"all_expiration_max_pain":155,"net_gamma_exposure":134907.41658812214,"net_gamma_exposure_per_100k_open_interest":2151290.3299014852,"gamma_exposure_flip":145.715,"gamma_exposure_flip_distance_pct":-24.5,"call_wall":220,"call_wall_distance_pct":13.989637305699482,"put_wall":190,"put_wall_distance_pct":-1.5544041450777202,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2421},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"QLYS","price":193,"totalOi":6271,"analysisCoverage":1,"avgIvPct":66.6,"ivRank":15.4,"iv52wHighPct":108.82,"iv52wLowPct":58.9,"frontDte":14,"frontAtmIvPct":52.8473,"backAtmIvPct":58.5158,"termPremiumPp":-5.6685,"expectedMoveFrontPct":10.35,"straddleFrontPct":28.39,"straddle30dPct":28.39,"riskReversalFrontPp":9.5,"riskReversal30dPp":9.5,"butterflyFrontPp":-6.37,"butterfly30dPp":-6.37,"putCallOiRatio":1.024,"putCallOiFrontRatio":0.842,"putCallVolumeFrontRatio":0.946,"optionVolume":191,"volumeOiRatio":0.030458,"netDeltaNormalized":0.219582,"dealerDeltaNormalized":-0.219512,"gexPer100kOi":5472071.121033,"vannaPer100kOi":1626.534843,"charmPer100kOi":-1342576.941477,"weekendDeltaShiftPer100kOi":-4027746.77085,"ivSurfaceRangePp":52.7,"gammaFlipDistancePct":-34.373057,"maxPainDistancePct":-19.689119,"peakCallDistancePct":8.80829,"peakPutDistancePct":-1.554404},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/QLYS.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."}