{"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/RMBS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/RMBS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/RMBS.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":"RMBS","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":111.97000122070312,"previous_close":107.29000091552734,"delta_neutral":88.89931980848272,"gamma_neutral":82.75706825026435,"gamma_max":108.9674253916062,"total_open_interest":39514,"previous_open_interest":39494,"listed_contracts":286,"listed_calls":200,"listed_puts":143,"gamma_max_distance_pct":-2.681589529662123,"delta_neutral_distance_pct":-20.60434148495362,"gamma_neutral_distance_pct":-26.089963965310144,"open_interest_change_1d_pct":0.05064060363599534,"call_open_interest":25421,"put_open_interest":14093,"put_call_open_interest_ratio":0.5543841705676409,"nearest_expiration_max_pain":90,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-19.62132801749126,"all_expiration_max_pain":95,"net_gamma_exposure":2349711.0648126807,"net_gamma_exposure_per_100k_open_interest":5946527.976951665,"gamma_exposure_flip":82.75706825026435,"gamma_exposure_flip_distance_pct":-26.089963965310144,"call_wall":120,"call_wall_distance_pct":7.17156264334499,"put_wall":100,"put_wall_distance_pct":-10.690364463879174,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":1126},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"RMBS","price":111.97,"totalOi":39514,"analysisCoverage":1,"avgIvPct":78.3,"ivRank":27.4,"iv52wHighPct":89.72,"iv52wLowPct":74,"frontDte":14,"frontAtmIvPct":64.6933,"backAtmIvPct":76.8839,"termPremiumPp":-12.1906,"expectedMoveFrontPct":12.67,"straddleFrontPct":9.96,"straddle30dPct":9.96,"riskReversalFrontPp":1.38,"riskReversal30dPp":1.38,"butterflyFrontPp":1.33,"butterfly30dPp":1.33,"putCallOiRatio":0.554,"putCallOiFrontRatio":0.408,"putCallVolumeFrontRatio":0.176,"optionVolume":1902,"volumeOiRatio":0.048135,"netDeltaNormalized":0.261122,"dealerDeltaNormalized":-0.260864,"gexPer100kOi":6839570.456041,"vannaPer100kOi":1839.854229,"charmPer100kOi":-5639188.642,"weekendDeltaShiftPer100kOi":-16917568.45675,"ivSurfaceRangePp":21.6,"gammaFlipDistancePct":-11.556667,"maxPainDistancePct":-15.155845,"peakCallDistancePct":7.171564,"peakPutDistancePct":-15.155845},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/RMBS.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."}