{"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/UTSL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/UTSL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/UTSL.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":"UTSL","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":29.899999618530273,"previous_close":29.639999389648438,"delta_neutral":30.58171144900288,"gamma_neutral":28.95193924288384,"gamma_max":40.69572753648789,"total_open_interest":1191,"previous_open_interest":1137,"listed_contracts":109,"listed_calls":67,"listed_puts":44,"gamma_max_distance_pct":36.1061138986338,"delta_neutral_distance_pct":2.279972706254226,"gamma_neutral_distance_pct":-3.1707705275650984,"open_interest_change_1d_pct":4.749340369393139,"call_open_interest":619,"put_open_interest":572,"put_call_open_interest_ratio":0.9240710823909531,"nearest_expiration_max_pain":34,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":13.712376032703311,"all_expiration_max_pain":34,"net_gamma_exposure":2945.1364410884376,"net_gamma_exposure_per_100k_open_interest":247282.65668248848,"gamma_exposure_flip":28.95193924288384,"gamma_exposure_flip_distance_pct":-3.1707705275650984,"call_wall":30,"call_wall_distance_pct":0.3344494406205683,"put_wall":25,"put_wall_distance_pct":-16.38795879948286,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3574},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"UTSL","price":29.9,"totalOi":1191,"analysisCoverage":0.8889,"avgIvPct":83.7,"ivRank":47.8,"iv52wHighPct":107.03,"iv52wLowPct":62.32,"frontDte":14,"frontAtmIvPct":70.5652,"backAtmIvPct":61.5726,"termPremiumPp":8.9926,"expectedMoveFrontPct":13.82,"straddleFrontPct":9.78,"straddle30dPct":9.78,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.924,"putCallOiFrontRatio":0.835,"putCallVolumeFrontRatio":2.333,"optionVolume":66,"volumeOiRatio":0.055416,"netDeltaNormalized":-0.065751,"dealerDeltaNormalized":0.065751,"gexPer100kOi":-63544.080605,"vannaPer100kOi":587.741394,"charmPer100kOi":31738.035264,"weekendDeltaShiftPer100kOi":95298.06885,"ivSurfaceRangePp":86.6,"gammaFlipDistancePct":null,"maxPainDistancePct":13.712375,"peakCallDistancePct":13.712375,"peakPutDistancePct":-33.110368},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/UTSL.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."}