{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/THRM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/THRM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/THRM.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"THRM","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":29.040000915527344,"previous_close":29.809999465942383,"delta_neutral":28.368422410297022,"gamma_neutral":5.732975113503507,"gamma_max":34.96673508766464,"total_open_interest":6944,"previous_open_interest":8432,"listed_contracts":34,"listed_calls":23,"listed_puts":13,"gamma_max_distance_pct":20.408863585704434,"delta_neutral_distance_pct":-2.3125980855986707,"gamma_neutral_distance_pct":-80.2583507824955,"open_interest_change_1d_pct":-17.647058823529413,"call_open_interest":5589,"put_open_interest":1355,"put_call_open_interest_ratio":0.24244050814099125,"nearest_expiration_max_pain":32.93,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":13.395313229459024,"all_expiration_max_pain":37.93,"net_gamma_exposure":366549.93828997615,"net_gamma_exposure_per_100k_open_interest":5278656.945420164,"gamma_exposure_flip":5.732975113503507,"gamma_exposure_flip_distance_pct":-80.2583507824955,"call_wall":37.93,"call_wall_distance_pct":30.612943540643204,"put_wall":37.93,"put_wall_distance_pct":30.612943540643204,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":2230},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":29.04,"totalOi":8427,"analysisCoverage":0.8889,"avgIvPct":482.6,"ivRank":100,"iv52wHighPct":482.6,"iv52wLowPct":60.9,"frontDte":35,"termPremiumPp":12.8881,"riskReversalFrontPp":-68.75,"riskReversal30dPp":-68.75,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.481,"putCallOiFrontRatio":7.395,"putCallVolumeFrontRatio":0,"optionVolume":1064,"volumeOiRatio":0.126261,"netDeltaNormalized":-0.088946,"dealerDeltaNormalized":0.088947,"gexPer100kOi":-56200.901863,"vannaPer100kOi":3571.852379,"charmPer100kOi":34282.662869,"weekendDeltaShiftPer100kOi":102847.988608,"ivSurfaceRangePp":88.5,"gammaFlipDistancePct":-16.046832,"maxPainDistancePct":30.612949,"peakCallDistancePct":3.305785,"peakPutDistancePct":3.305785},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/THRM.json?date=2026-10-16&public_schema=4","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."}