{"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/XDTE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/XDTE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/XDTE.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":"XDTE","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":38.439998626708984,"previous_close":38.20000076293945,"delta_neutral":38.26489195750465,"gamma_neutral":29.022198963165284,"gamma_max":40.584366298179134,"total_open_interest":237,"previous_open_interest":112,"listed_contracts":27,"listed_calls":8,"listed_puts":19,"gamma_max_distance_pct":5.57848009385774,"delta_neutral_distance_pct":-0.4555324543707561,"gamma_neutral_distance_pct":-24.499999999999996,"open_interest_change_1d_pct":111.60714285714286,"call_open_interest":155,"put_open_interest":82,"put_call_open_interest_ratio":0.5290322580645161,"nearest_expiration_max_pain":40,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":4.058276350215817,"all_expiration_max_pain":39,"net_gamma_exposure":23556.174226760348,"net_gamma_exposure_per_100k_open_interest":9939314.019730106,"gamma_exposure_flip":29.022198963165284,"gamma_exposure_flip_distance_pct":-24.499999999999996,"call_wall":39,"call_wall_distance_pct":1.4568194414604216,"put_wall":37,"put_wall_distance_pct":-3.7460943760503693,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":4423},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"XDTE","price":38.44,"totalOi":237,"analysisCoverage":0.7778,"avgIvPct":28.4,"ivRank":3.5,"iv52wHighPct":83.85,"iv52wLowPct":26.4,"frontDte":14,"frontAtmIvPct":34.6699,"backAtmIvPct":21.7524,"termPremiumPp":12.9175,"expectedMoveFrontPct":6.79,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.529,"putCallOiFrontRatio":14,"putCallVolumeFrontRatio":0,"optionVolume":126,"volumeOiRatio":0.531646,"netDeltaNormalized":0.193957,"dealerDeltaNormalized":-0.188228,"gexPer100kOi":22207789.029536,"vannaPer100kOi":-1687.763713,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":20.9,"gammaFlipDistancePct":-0.884495,"maxPainDistancePct":1.456816,"peakCallDistancePct":1.456816,"peakPutDistancePct":1.456816},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/XDTE.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."}