{"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/REG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/REG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/REG.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":"REG","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":71.5999984741211,"previous_close":71.80000305175781,"delta_neutral":71.44855221630371,"gamma_neutral":71.63819677038177,"gamma_max":76.01098312282214,"total_open_interest":538,"previous_open_interest":537,"listed_contracts":32,"listed_calls":20,"listed_puts":12,"gamma_max_distance_pct":6.1605932160673715,"delta_neutral_distance_pct":-0.21151712436435557,"gamma_neutral_distance_pct":0.05334957692000574,"open_interest_change_1d_pct":0.186219739292365,"call_open_interest":353,"put_open_interest":185,"put_call_open_interest_ratio":0.5240793201133145,"nearest_expiration_max_pain":75,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":4.748605584269382,"all_expiration_max_pain":75,"net_gamma_exposure":-1885.2015699452147,"net_gamma_exposure_per_100k_open_interest":-350409.2137444637,"gamma_exposure_flip":71.63819677038177,"gamma_exposure_flip_distance_pct":0.05334957692000574,"call_wall":75,"call_wall_distance_pct":4.748605584269382,"put_wall":70,"put_wall_distance_pct":-2.234634788015244,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4018},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"REG","price":71.6,"totalOi":538,"analysisCoverage":0.9444,"avgIvPct":35.1,"ivRank":4.8,"iv52wHighPct":58.98,"iv52wLowPct":33.9,"frontDte":14,"frontAtmIvPct":23.6919,"backAtmIvPct":20.7425,"termPremiumPp":2.9494,"expectedMoveFrontPct":4.64,"straddleFrontPct":4.96,"straddle30dPct":4.96,"riskReversalFrontPp":-29.06,"riskReversal30dPp":-29.06,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.524,"putCallOiFrontRatio":0.547,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.001859,"netDeltaNormalized":0.003364,"dealerDeltaNormalized":-0.003364,"gexPer100kOi":-348522.304833,"vannaPer100kOi":1858.736059,"charmPer100kOi":-33457.249071,"weekendDeltaShiftPer100kOi":-100371.747212,"ivSurfaceRangePp":66.1,"gammaFlipDistancePct":null,"maxPainDistancePct":4.748603,"peakCallDistancePct":-2.234637,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/REG.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."}