{"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/ULTY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ULTY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ULTY.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":"ULTY","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":25.700000762939453,"previous_close":25.3700008392334,"delta_neutral":31.596275031595,"gamma_neutral":25.700000762939453,"gamma_max":60,"total_open_interest":3284,"previous_open_interest":3252,"listed_contracts":112,"listed_calls":60,"listed_puts":110,"gamma_max_distance_pct":133.46302808878775,"delta_neutral_distance_pct":22.9427007533721,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.984009840098401,"call_open_interest":977,"put_open_interest":2307,"put_call_open_interest_ratio":2.361310133060389,"nearest_expiration_max_pain":28,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":8.949413108100947,"all_expiration_max_pain":34,"net_gamma_exposure":-171413.39588213933,"net_gamma_exposure_per_100k_open_interest":-5219652.736971356,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":26,"call_wall_distance_pct":1.1673121718080226,"put_wall":25,"put_wall_distance_pct":-2.72373829633844,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2857},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ULTY","price":25.7,"totalOi":3284,"analysisCoverage":0.9444,"avgIvPct":113.5,"ivRank":43.3,"iv52wHighPct":136.06,"iv52wLowPct":96.3,"frontDte":14,"frontAtmIvPct":24.3046,"backAtmIvPct":41.6215,"termPremiumPp":-17.3169,"expectedMoveFrontPct":4.76,"straddleFrontPct":3.79,"straddle30dPct":3.79,"riskReversalFrontPp":12.08,"riskReversal30dPp":12.08,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2.361,"putCallOiFrontRatio":1.805,"putCallVolumeFrontRatio":2.556,"optionVolume":73,"volumeOiRatio":0.022229,"netDeltaNormalized":-0.160926,"dealerDeltaNormalized":0.159312,"gexPer100kOi":125285.627284,"vannaPer100kOi":2405.602923,"charmPer100kOi":-228714.98173,"weekendDeltaShiftPer100kOi":-686114.494519,"ivSurfaceRangePp":147.2,"gammaFlipDistancePct":1.011673,"maxPainDistancePct":32.29572,"peakCallDistancePct":-2.723735,"peakPutDistancePct":-2.723735},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ULTY.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."}