{"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/XAU","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/XAU.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/XAU.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":"XAU","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":361.89129638671875,"previous_close":357.914794921875,"delta_neutral":415.12504525607403,"gamma_neutral":475.2320088032377,"gamma_max":539.5382557177282,"total_open_interest":154,"previous_open_interest":154,"listed_contracts":47,"listed_calls":23,"listed_puts":24,"gamma_max_distance_pct":49.08848626775901,"delta_neutral_distance_pct":14.709872660896892,"gamma_neutral_distance_pct":31.318993727719423,"open_interest_change_1d_pct":0,"call_open_interest":59,"put_open_interest":95,"put_call_open_interest_ratio":1.6101694915254237,"nearest_expiration_max_pain":430,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":18.82021045913742,"all_expiration_max_pain":420,"net_gamma_exposure":-14995.354770184973,"net_gamma_exposure_per_100k_open_interest":-9737243.357262969,"gamma_exposure_flip":475.2320088032377,"gamma_exposure_flip_distance_pct":31.318993727719423,"call_wall":420,"call_wall_distance_pct":16.05694975078539,"put_wall":380,"put_wall_distance_pct":5.003906917377257,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4597},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"XAU","price":361.89,"totalOi":154,"analysisCoverage":0.6667,"avgIvPct":45.3,"ivRank":4.9,"iv52wHighPct":70.64,"iv52wLowPct":44,"frontDte":14,"frontAtmIvPct":40.4397,"backAtmIvPct":41.5397,"termPremiumPp":-1.1,"expectedMoveFrontPct":7.92,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.61,"putCallOiFrontRatio":3.182,"putCallVolumeFrontRatio":0,"optionVolume":3100,"volumeOiRatio":20.12987,"netDeltaNormalized":-0.344481,"dealerDeltaNormalized":0.344481,"gexPer100kOi":-30354603.896104,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":12.4,"gammaFlipDistancePct":null,"maxPainDistancePct":16.057365,"peakCallDistancePct":2.241012,"peakPutDistancePct":-3.285529},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/XAU.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."}