{"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/USNA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/USNA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/USNA.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":"USNA","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":14.819999694824219,"previous_close":14.369999885559082,"delta_neutral":13.084610818961881,"gamma_neutral":1.997492874739565,"gamma_max":12.181414668321661,"total_open_interest":1285,"previous_open_interest":1286,"listed_contracts":45,"listed_calls":29,"listed_puts":24,"gamma_max_distance_pct":-17.804217819411054,"delta_neutral_distance_pct":-11.709776731428748,"gamma_neutral_distance_pct":-86.52164024377696,"open_interest_change_1d_pct":-0.07776049766718507,"call_open_interest":727,"put_open_interest":558,"put_call_open_interest_ratio":0.7675378266850069,"nearest_expiration_max_pain":17.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":18.083673146847314,"all_expiration_max_pain":15,"net_gamma_exposure":17458.097999668378,"net_gamma_exposure_per_100k_open_interest":1358606.84822322,"gamma_exposure_flip":1.997492874739565,"gamma_exposure_flip_distance_pct":-86.52164024377696,"call_wall":15,"call_wall_distance_pct":1.2145769830119841,"put_wall":15,"put_wall_distance_pct":1.2145769830119841,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3519},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"USNA","price":14.82,"totalOi":1285,"analysisCoverage":0.8889,"avgIvPct":165.3,"ivRank":68.9,"iv52wHighPct":186.7,"iv52wLowPct":117.78,"frontDte":14,"frontAtmIvPct":232.477,"backAtmIvPct":85.8359,"termPremiumPp":146.6411,"expectedMoveFrontPct":45.53,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-26.52,"riskReversal30dPp":-26.52,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.768,"putCallOiFrontRatio":0.507,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.082327,"dealerDeltaNormalized":-0.081494,"gexPer100kOi":110719.844358,"vannaPer100kOi":-1789.883268,"charmPer100kOi":-1242101.167315,"weekendDeltaShiftPer100kOi":-3726225.680934,"ivSurfaceRangePp":180.1,"gammaFlipDistancePct":-82.591093,"maxPainDistancePct":1.214575,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/USNA.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."}