{"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/ULCC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ULCC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ULCC.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":"ULCC","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":6.190000057220459,"previous_close":5.96999979019165,"delta_neutral":5.340724053253377,"gamma_neutral":4.940263967466089,"gamma_max":6.10790823137007,"total_open_interest":18080,"previous_open_interest":18094,"listed_contracts":50,"listed_calls":38,"listed_puts":31,"gamma_max_distance_pct":-1.326200728457689,"delta_neutral_distance_pct":-13.720129177970296,"gamma_neutral_distance_pct":-20.18959738613553,"open_interest_change_1d_pct":-0.07737371504366089,"call_open_interest":7203,"put_open_interest":10877,"put_call_open_interest_ratio":1.5100652505900318,"nearest_expiration_max_pain":5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-19.224556481746035,"all_expiration_max_pain":5,"net_gamma_exposure":450271.15026957885,"net_gamma_exposure_per_100k_open_interest":2490437.778039706,"gamma_exposure_flip":4.940263967466089,"gamma_exposure_flip_distance_pct":-20.18959738613553,"call_wall":6,"call_wall_distance_pct":-3.0694677780952415,"put_wall":5,"put_wall_distance_pct":-19.224556481746035,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":1648},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ULCC","price":6.19,"totalOi":18080,"analysisCoverage":0.9444,"avgIvPct":169.8,"ivRank":30.4,"iv52wHighPct":323.9,"iv52wLowPct":102.55,"frontDte":14,"frontAtmIvPct":77.203,"backAtmIvPct":82.1241,"termPremiumPp":-4.9211,"expectedMoveFrontPct":15.12,"straddleFrontPct":11.71,"straddle30dPct":11.71,"riskReversalFrontPp":182.26,"riskReversal30dPp":182.26,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.51,"putCallOiFrontRatio":0.996,"putCallVolumeFrontRatio":0.4,"optionVolume":114,"volumeOiRatio":0.006305,"netDeltaNormalized":0.215881,"dealerDeltaNormalized":-0.171308,"gexPer100kOi":155942.201327,"vannaPer100kOi":1415.929204,"charmPer100kOi":-215132.743363,"weekendDeltaShiftPer100kOi":-645398.230088,"ivSurfaceRangePp":179.9,"gammaFlipDistancePct":-12.116317,"maxPainDistancePct":-19.224556,"peakCallDistancePct":29.240711,"peakPutDistancePct":-19.224556},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ULCC.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."}