{"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/ROBO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ROBO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ROBO.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":"ROBO","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":82.81999969482422,"previous_close":81.01000213623047,"delta_neutral":74.44523594355661,"gamma_neutral":69.75686945530177,"gamma_max":82.52378482234968,"total_open_interest":1949,"previous_open_interest":1973,"listed_contracts":94,"listed_calls":69,"listed_puts":30,"gamma_max_distance_pct":-0.35766104028740764,"delta_neutral_distance_pct":-10.112006498583678,"gamma_neutral_distance_pct":-15.772917517094392,"open_interest_change_1d_pct":-1.2164216928535225,"call_open_interest":1439,"put_open_interest":510,"put_call_open_interest_ratio":0.35441278665740095,"nearest_expiration_max_pain":78,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-5.819849930674947,"all_expiration_max_pain":75,"net_gamma_exposure":296345.73899471224,"net_gamma_exposure_per_100k_open_interest":15205014.827845676,"gamma_exposure_flip":69.75686945530177,"gamma_exposure_flip_distance_pct":-15.772917517094392,"call_wall":81,"call_wall_distance_pct":-2.1975364664701376,"put_wall":70,"put_wall_distance_pct":-15.479352501887773,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":3228},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ROBO","price":82.82,"totalOi":1949,"analysisCoverage":1,"avgIvPct":32.5,"ivRank":8.7,"iv52wHighPct":73.24,"iv52wLowPct":28.6,"frontDte":14,"frontAtmIvPct":26.8577,"backAtmIvPct":26.1465,"termPremiumPp":0.7112,"expectedMoveFrontPct":5.26,"straddleFrontPct":10.44,"straddle30dPct":10.44,"riskReversalFrontPp":0.82,"riskReversal30dPp":0.82,"butterflyFrontPp":-1.81,"butterfly30dPp":-1.81,"putCallOiRatio":0.354,"putCallOiFrontRatio":0.197,"putCallVolumeFrontRatio":1,"optionVolume":11,"volumeOiRatio":0.005644,"netDeltaNormalized":0.23189,"dealerDeltaNormalized":-0.21214,"gexPer100kOi":12986057.465367,"vannaPer100kOi":2565.418163,"charmPer100kOi":-1158337.60903,"weekendDeltaShiftPer100kOi":-3474961.518728,"ivSurfaceRangePp":142.3,"gammaFlipDistancePct":-2.849553,"maxPainDistancePct":-9.442164,"peakCallDistancePct":2.632214,"peakPutDistancePct":-5.81985},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ROBO.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."}