{"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/TMO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/TMO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/TMO.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":"TMO","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":654.7999877929688,"previous_close":652.510009765625,"delta_neutral":598.1962484436017,"gamma_neutral":634.4408622274916,"gamma_max":713.303069366526,"total_open_interest":56085,"previous_open_interest":58125,"listed_contracts":787,"listed_calls":475,"listed_puts":434,"gamma_max_distance_pct":8.934496436193339,"delta_neutral_distance_pct":-8.64443194938845,"gamma_neutral_distance_pct":-3.1092128810353894,"open_interest_change_1d_pct":-3.509677419354839,"call_open_interest":28798,"put_open_interest":27287,"put_call_open_interest_ratio":0.9475310785471214,"nearest_expiration_max_pain":650,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-0.7330464084379893,"all_expiration_max_pain":580,"net_gamma_exposure":1546369.073482124,"net_gamma_exposure_per_100k_open_interest":2757188.327506684,"gamma_exposure_flip":634.4408622274916,"gamma_exposure_flip_distance_pct":-3.1092128810353894,"call_wall":750,"call_wall_distance_pct":14.538792605648473,"put_wall":655,"put_wall_distance_pct":0.030545542266333825,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":927},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"TMO","price":654.8,"totalOi":58702,"analysisCoverage":1,"avgIvPct":82.6,"ivRank":51,"iv52wHighPct":120.2,"iv52wLowPct":43.4,"frontDte":7,"frontAtmIvPct":33.7221,"backAtmIvPct":35.8082,"termPremiumPp":-2.0861,"expectedMoveFrontPct":4.67,"straddleFrontPct":3.52,"straddle30dPct":4.74,"riskReversalFrontPp":-17.39,"riskReversal30dPp":0.26,"butterflyFrontPp":-1.54,"butterfly30dPp":-0.08,"putCallOiRatio":0.987,"putCallOiFrontRatio":2.599,"putCallVolumeFrontRatio":1.238,"optionVolume":4153,"volumeOiRatio":0.070747,"netDeltaNormalized":0.184321,"dealerDeltaNormalized":-0.184321,"gexPer100kOi":-9314052.178801,"vannaPer100kOi":703.553542,"charmPer100kOi":-673653.367858,"weekendDeltaShiftPer100kOi":-2020958.400055,"ivSurfaceRangePp":109.1,"gammaFlipDistancePct":null,"maxPainDistancePct":-8.368968,"peakCallDistancePct":6.902871,"peakPutDistancePct":-12.950519},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/TMO.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."}