{"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/RBC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/RBC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/RBC.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":"RBC","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":515.5599975585938,"previous_close":508.489990234375,"delta_neutral":490.7040073791594,"gamma_neutral":479.7216068974675,"gamma_max":622.8992130394342,"total_open_interest":589,"previous_open_interest":587,"listed_contracts":98,"listed_calls":64,"listed_puts":41,"gamma_max_distance_pct":20.819927067487683,"delta_neutral_distance_pct":-4.821163452777276,"gamma_neutral_distance_pct":-6.95135208915296,"open_interest_change_1d_pct":0.34071550255536626,"call_open_interest":375,"put_open_interest":214,"put_call_open_interest_ratio":0.5706666666666667,"nearest_expiration_max_pain":530,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.8008384106187627,"all_expiration_max_pain":490,"net_gamma_exposure":19040.917786258833,"net_gamma_exposure_per_100k_open_interest":3232753.444186559,"gamma_exposure_flip":479.7216068974675,"gamma_exposure_flip_distance_pct":-6.95135208915296,"call_wall":490,"call_wall_distance_pct":-4.957715431692087,"put_wall":500,"put_wall_distance_pct":-3.018076971114375,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3971},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"RBC","price":515.56,"totalOi":589,"analysisCoverage":0.7778,"avgIvPct":43.7,"ivRank":12.7,"iv52wHighPct":66.32,"iv52wLowPct":40.4,"frontDte":14,"frontAtmIvPct":29.666,"backAtmIvPct":32.2055,"termPremiumPp":-2.5395,"expectedMoveFrontPct":5.81,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.571,"putCallOiFrontRatio":2,"putCallVolumeFrontRatio":0,"optionVolume":4,"volumeOiRatio":0.006791,"netDeltaNormalized":0.115586,"dealerDeltaNormalized":-0.115586,"gexPer100kOi":16004139.219015,"vannaPer100kOi":-509.337861,"charmPer100kOi":-2517996.604414,"weekendDeltaShiftPer100kOi":-7554159.59253,"ivSurfaceRangePp":12.2,"gammaFlipDistancePct":-5.652106,"maxPainDistancePct":-4.957716,"peakCallDistancePct":4.740476,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/RBC.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."}