{"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/UMBF","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/UMBF.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/UMBF.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":"UMBF","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":130.94000244140625,"previous_close":129.7899932861328,"delta_neutral":141.3871258271218,"gamma_neutral":118.36552855239333,"gamma_max":138.3684059106559,"total_open_interest":1182,"previous_open_interest":1158,"listed_contracts":41,"listed_calls":22,"listed_puts":20,"gamma_max_distance_pct":5.673135276268035,"delta_neutral_distance_pct":7.978557500325753,"gamma_neutral_distance_pct":-9.603233278264078,"open_interest_change_1d_pct":2.072538860103627,"call_open_interest":604,"put_open_interest":578,"put_call_open_interest_ratio":0.956953642384106,"nearest_expiration_max_pain":145,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":10.737740412740097,"all_expiration_max_pain":145,"net_gamma_exposure":15098.422963934223,"net_gamma_exposure_per_100k_open_interest":1277362.3488946042,"gamma_exposure_flip":118.36552855239333,"gamma_exposure_flip_distance_pct":-9.603233278264078,"call_wall":145,"call_wall_distance_pct":10.737740412740097,"put_wall":145,"put_wall_distance_pct":10.737740412740097,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":3580},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"UMBF","price":130.94,"totalOi":1182,"analysisCoverage":0.8889,"avgIvPct":39.1,"ivRank":13.9,"iv52wHighPct":84.76,"iv52wLowPct":31.7,"frontDte":14,"frontAtmIvPct":17.3094,"backAtmIvPct":21.598,"termPremiumPp":-4.2886,"expectedMoveFrontPct":3.39,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-37.52,"riskReversal30dPp":-37.52,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.957,"putCallOiFrontRatio":1.456,"putCallVolumeFrontRatio":0,"optionVolume":2,"volumeOiRatio":0.001692,"netDeltaNormalized":-0.288393,"dealerDeltaNormalized":0.288401,"gexPer100kOi":4392197.969543,"vannaPer100kOi":1099.830795,"charmPer100kOi":-1469966.159052,"weekendDeltaShiftPer100kOi":-4409813.874788,"ivSurfaceRangePp":29.2,"gammaFlipDistancePct":3.146479,"maxPainDistancePct":10.737742,"peakCallDistancePct":null,"peakPutDistancePct":-27.447686},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/UMBF.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."}