{"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/TREE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/TREE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/TREE.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":"TREE","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":24.639999389648438,"previous_close":24.549999237060547,"delta_neutral":25.840765112716596,"gamma_neutral":25.529692635549097,"gamma_max":30.240057479255373,"total_open_interest":8937,"previous_open_interest":8930,"listed_contracts":63,"listed_calls":41,"listed_puts":26,"gamma_max_distance_pct":22.727509043525334,"delta_neutral_distance_pct":4.8732376331657505,"gamma_neutral_distance_pct":3.610768132869476,"open_interest_change_1d_pct":0.07838745800671892,"call_open_interest":4901,"put_open_interest":4036,"put_call_open_interest_ratio":0.8235054070597837,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.4610414743062174,"all_expiration_max_pain":30,"net_gamma_exposure":-102573.05575222205,"net_gamma_exposure_per_100k_open_interest":-1147734.7628087956,"gamma_exposure_flip":25.529692635549097,"gamma_exposure_flip_distance_pct":3.610768132869476,"call_wall":30,"call_wall_distance_pct":21.75324976916746,"put_wall":22.5,"put_wall_distance_pct":-8.685062673124404,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2160},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"TREE","price":24.64,"totalOi":8937,"analysisCoverage":0.9444,"avgIvPct":98.5,"ivRank":46.1,"iv52wHighPct":113.63,"iv52wLowPct":85.58,"frontDte":14,"frontAtmIvPct":58.515,"backAtmIvPct":68.8598,"termPremiumPp":-10.3448,"expectedMoveFrontPct":11.46,"straddleFrontPct":8.93,"straddle30dPct":8.93,"riskReversalFrontPp":-204.76,"riskReversal30dPp":-204.76,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.824,"putCallOiFrontRatio":0.448,"putCallVolumeFrontRatio":27.536,"optionVolume":898,"volumeOiRatio":0.100481,"netDeltaNormalized":-0.032133,"dealerDeltaNormalized":0.032133,"gexPer100kOi":-215024.616762,"vannaPer100kOi":2931.632539,"charmPer100kOi":-478292.491888,"weekendDeltaShiftPer100kOi":-1434888.6651,"ivSurfaceRangePp":46.5,"gammaFlipDistancePct":null,"maxPainDistancePct":21.753247,"peakCallDistancePct":62.337662,"peakPutDistancePct":-8.685065},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/TREE.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."}