{"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/RCEL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/RCEL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/RCEL.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":"RCEL","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":12.720000267028809,"previous_close":12.010000228881836,"delta_neutral":10.651400641002947,"gamma_neutral":9.383632523406915,"gamma_max":14.161113210844917,"total_open_interest":2542,"previous_open_interest":2547,"listed_contracts":28,"listed_calls":24,"listed_puts":16,"gamma_max_distance_pct":11.329504037445508,"delta_neutral_distance_pct":-16.262575334906447,"gamma_neutral_distance_pct":-26.229305609922104,"open_interest_change_1d_pct":-0.19630938358853553,"call_open_interest":1681,"put_open_interest":861,"put_call_open_interest_ratio":0.5121951219512195,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-21.38364944912189,"all_expiration_max_pain":10,"net_gamma_exposure":226916.70073571178,"net_gamma_exposure_per_100k_open_interest":8926699.4781948,"gamma_exposure_flip":9.383632523406915,"gamma_exposure_flip_distance_pct":-26.229305609922104,"call_wall":12.5,"call_wall_distance_pct":-1.7295618114023608,"put_wall":10,"put_wall_distance_pct":-21.38364944912189,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3039},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"RCEL","price":12.72,"totalOi":2542,"analysisCoverage":0.8889,"avgIvPct":107.8,"ivRank":44.2,"iv52wHighPct":149.3,"iv52wLowPct":74.9,"frontDte":14,"frontAtmIvPct":73.1693,"backAtmIvPct":93.9692,"termPremiumPp":-20.7999,"expectedMoveFrontPct":14.33,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":89.3,"riskReversal30dPp":89.3,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.512,"putCallOiFrontRatio":0.197,"putCallVolumeFrontRatio":0.167,"optionVolume":60,"volumeOiRatio":0.023603,"netDeltaNormalized":0.192015,"dealerDeltaNormalized":-0.185594,"gexPer100kOi":1199115.263572,"vannaPer100kOi":2045.63336,"charmPer100kOi":-625727.773407,"weekendDeltaShiftPer100kOi":-1877183.32022,"ivSurfaceRangePp":89.3,"gammaFlipDistancePct":-19.025157,"maxPainDistancePct":-21.383648,"peakCallDistancePct":17.924528,"peakPutDistancePct":-1.72956},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/RCEL.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."}