{"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/QYLD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/QYLD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/QYLD.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":"QYLD","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":18.6299991607666,"previous_close":18.579999923706055,"delta_neutral":18.097232356695123,"gamma_neutral":14.065649366378784,"gamma_max":18.79622519528558,"total_open_interest":10672,"previous_open_interest":10622,"listed_contracts":50,"listed_calls":19,"listed_puts":35,"gamma_max_distance_pct":0.8922492861354369,"delta_neutral_distance_pct":-2.859725325127474,"gamma_neutral_distance_pct":-24.500000000000004,"open_interest_change_1d_pct":0.47072114479382415,"call_open_interest":4911,"put_open_interest":5761,"put_call_open_interest_ratio":1.1730808389330076,"nearest_expiration_max_pain":19,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.98604860923769,"all_expiration_max_pain":18,"net_gamma_exposure":2319691.078373797,"net_gamma_exposure_per_100k_open_interest":21736235.7418834,"gamma_exposure_flip":14.065649366378784,"gamma_exposure_flip_distance_pct":-24.500000000000004,"call_wall":19,"call_wall_distance_pct":1.98604860923769,"put_wall":19,"put_wall_distance_pct":1.98604860923769,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2037},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"QYLD","price":18.63,"totalOi":10672,"analysisCoverage":0.9444,"avgIvPct":52.4,"ivRank":14.1,"iv52wHighPct":124.6,"iv52wLowPct":40.5,"frontDte":14,"frontAtmIvPct":101.7119,"backAtmIvPct":12.4182,"termPremiumPp":89.2937,"expectedMoveFrontPct":19.92,"straddleFrontPct":4.7,"straddle30dPct":4.7,"riskReversalFrontPp":11.63,"riskReversal30dPp":11.63,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.173,"putCallOiFrontRatio":7.698,"putCallVolumeFrontRatio":0.1,"optionVolume":458,"volumeOiRatio":0.042916,"netDeltaNormalized":-0.110838,"dealerDeltaNormalized":0.080449,"gexPer100kOi":2591112.818591,"vannaPer100kOi":3551.349325,"charmPer100kOi":148378.935532,"weekendDeltaShiftPer100kOi":445127.436282,"ivSurfaceRangePp":180.8,"gammaFlipDistancePct":-1.395598,"maxPainDistancePct":-3.381643,"peakCallDistancePct":-19.484702,"peakPutDistancePct":-8.749329},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/QYLD.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."}