{"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/TALO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/TALO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/TALO.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":"TALO","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":16.780000686645508,"previous_close":16.639999389648438,"delta_neutral":13.19807909896366,"gamma_neutral":10.288087395044837,"gamma_max":17.00391490469289,"total_open_interest":5263,"previous_open_interest":5231,"listed_contracts":34,"listed_calls":33,"listed_puts":16,"gamma_max_distance_pct":1.3344112567622675,"delta_neutral_distance_pct":-21.34637330815217,"gamma_neutral_distance_pct":-38.688397055712336,"open_interest_change_1d_pct":0.6117377174536418,"call_open_interest":4409,"put_open_interest":854,"put_call_open_interest_ratio":0.19369471535495578,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-40.4052467771436,"all_expiration_max_pain":12.5,"net_gamma_exposure":791666.6002252725,"net_gamma_exposure_per_100k_open_interest":15042116.66778021,"gamma_exposure_flip":10.288087395044837,"gamma_exposure_flip_distance_pct":-38.688397055712336,"call_wall":17.5,"call_wall_distance_pct":4.290818139998702,"put_wall":15,"put_wall_distance_pct":-10.607870165715399,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2547},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"TALO","price":16.78,"totalOi":5263,"analysisCoverage":0.9444,"avgIvPct":74.8,"ivRank":0,"iv52wHighPct":129.3,"iv52wLowPct":74.8,"frontDte":14,"frontAtmIvPct":56.9321,"backAtmIvPct":52.7024,"termPremiumPp":4.2297,"expectedMoveFrontPct":11.15,"straddleFrontPct":9.39,"straddle30dPct":9.39,"riskReversalFrontPp":-123.91,"riskReversal30dPp":-123.91,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.194,"putCallOiFrontRatio":0.206,"putCallVolumeFrontRatio":0.543,"optionVolume":101,"volumeOiRatio":0.019191,"netDeltaNormalized":0.389351,"dealerDeltaNormalized":-0.353547,"gexPer100kOi":2547214.706441,"vannaPer100kOi":1178.035341,"charmPer100kOi":-648888.466654,"weekendDeltaShiftPer100kOi":-1946684.400532,"ivSurfaceRangePp":77.2,"gammaFlipDistancePct":-24.791418,"maxPainDistancePct":-25.506555,"peakCallDistancePct":4.290822,"peakPutDistancePct":-10.607867},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/TALO.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."}