{"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/TDAY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/TDAY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/TDAY.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":"TDAY","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":7.050000190734863,"previous_close":7.059999942779541,"delta_neutral":4.388181048815934,"gamma_neutral":7.050000190734863,"gamma_max":7.7191579640364125,"total_open_interest":22700,"previous_open_interest":11080,"listed_contracts":46,"listed_calls":41,"listed_puts":16,"gamma_max_distance_pct":9.491599364507236,"delta_neutral_distance_pct":-37.756298863893676,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":104.87364620938628,"call_open_interest":21196,"put_open_interest":1504,"put_call_open_interest_ratio":0.07095678429892432,"nearest_expiration_max_pain":7,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-0.7092225444273564,"all_expiration_max_pain":5,"net_gamma_exposure":2277552.335245887,"net_gamma_exposure_per_100k_open_interest":10033270.199321087,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":8,"call_wall_distance_pct":13.475174234940166,"put_wall":5,"put_wall_distance_pct":-29.078016103162398,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1484},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"TDAY","price":7.05,"totalOi":22700,"analysisCoverage":0.9444,"avgIvPct":129.8,"ivRank":6,"iv52wHighPct":686.3,"iv52wLowPct":94.1,"frontDte":14,"frontAtmIvPct":70.8715,"backAtmIvPct":59.9822,"termPremiumPp":10.8893,"expectedMoveFrontPct":13.88,"straddleFrontPct":10.64,"straddle30dPct":10.64,"riskReversalFrontPp":-3.95,"riskReversal30dPp":-3.95,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.071,"putCallOiFrontRatio":0.029,"putCallVolumeFrontRatio":0.132,"optionVolume":3206,"volumeOiRatio":0.141233,"netDeltaNormalized":0.256215,"dealerDeltaNormalized":-0.256215,"gexPer100kOi":710540.30837,"vannaPer100kOi":5599.118943,"charmPer100kOi":-169731.277533,"weekendDeltaShiftPer100kOi":-509198.237885,"ivSurfaceRangePp":234.8,"gammaFlipDistancePct":-23.404255,"maxPainDistancePct":-29.078014,"peakCallDistancePct":27.659574,"peakPutDistancePct":-0.70922},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/TDAY.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."}