{"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/REGN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/REGN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/REGN.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":"REGN","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":735.2000122070312,"previous_close":734.8099975585938,"delta_neutral":721.4146365483329,"gamma_neutral":705.8656232636082,"gamma_max":864.7157844142796,"total_open_interest":34706,"previous_open_interest":35347,"listed_contracts":1120,"listed_calls":698,"listed_puts":541,"gamma_max_distance_pct":17.616399626878255,"delta_neutral_distance_pct":-1.8750510649905234,"gamma_neutral_distance_pct":-3.9899875484717113,"open_interest_change_1d_pct":-1.8134495148103094,"call_open_interest":18901,"put_open_interest":15805,"put_call_open_interest_ratio":0.836199142902492,"nearest_expiration_max_pain":755,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":2.6931430174396,"all_expiration_max_pain":750,"net_gamma_exposure":440316.4359555881,"net_gamma_exposure_per_100k_open_interest":1268704.074095511,"gamma_exposure_flip":705.8656232636082,"gamma_exposure_flip_distance_pct":-3.9899875484717113,"call_wall":800,"call_wall_distance_pct":8.81392637609494,"put_wall":780,"put_wall_distance_pct":6.093578216692567,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1200},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"REGN","price":735.2,"totalOi":35650,"analysisCoverage":1,"avgIvPct":61.5,"ivRank":67.1,"iv52wHighPct":70.3,"iv52wLowPct":43.57,"frontDte":7,"frontAtmIvPct":30.0394,"backAtmIvPct":34.5527,"termPremiumPp":-4.5133,"expectedMoveFrontPct":4.16,"straddleFrontPct":4.23,"straddle30dPct":4.23,"riskReversalFrontPp":4.44,"riskReversal30dPp":4.44,"butterflyFrontPp":1.97,"butterfly30dPp":1.97,"putCallOiRatio":0.828,"putCallOiFrontRatio":0.957,"putCallVolumeFrontRatio":1.122,"optionVolume":894,"volumeOiRatio":0.025077,"netDeltaNormalized":0.035111,"dealerDeltaNormalized":-0.035098,"gexPer100kOi":8582989.312763,"vannaPer100kOi":3166.900421,"charmPer100kOi":299876.57784,"weekendDeltaShiftPer100kOi":899626.928471,"ivSurfaceRangePp":78.7,"gammaFlipDistancePct":28.646627,"maxPainDistancePct":2.013058,"peakCallDistancePct":-0.027203,"peakPutDistancePct":-0.707291},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/REGN.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."}