{"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/XENE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/XENE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/XENE.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":"XENE","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":38.02000045776367,"previous_close":38.93000030517578,"delta_neutral":32.26165365144698,"gamma_neutral":38.02000045776367,"gamma_max":42.68095625734756,"total_open_interest":24186,"previous_open_interest":23874,"listed_contracts":188,"listed_calls":132,"listed_puts":72,"gamma_max_distance_pct":12.259220787652891,"delta_neutral_distance_pct":-15.14557269065167,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":1.3068610203568736,"call_open_interest":21893,"put_open_interest":2293,"put_call_open_interest_ratio":0.10473667382268305,"nearest_expiration_max_pain":40,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":5.207784109408165,"all_expiration_max_pain":40,"net_gamma_exposure":1320675.624058252,"net_gamma_exposure_per_100k_open_interest":5460496.254272108,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":40,"call_wall_distance_pct":5.207784109408165,"put_wall":37.5,"put_wall_distance_pct":-1.3677023974298452,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1439},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"XENE","price":38.02,"totalOi":24186,"analysisCoverage":1,"avgIvPct":78.4,"ivRank":82,"iv52wHighPct":80.3,"iv52wLowPct":69.76,"frontDte":14,"frontAtmIvPct":49.9369,"backAtmIvPct":55.1315,"termPremiumPp":-5.1946,"expectedMoveFrontPct":9.78,"straddleFrontPct":7.56,"straddle30dPct":7.56,"riskReversalFrontPp":-5.95,"riskReversal30dPp":-5.95,"butterflyFrontPp":-23.32,"butterfly30dPp":-23.32,"putCallOiRatio":0.105,"putCallOiFrontRatio":0.071,"putCallVolumeFrontRatio":0.1,"optionVolume":314,"volumeOiRatio":0.012983,"netDeltaNormalized":0.117503,"dealerDeltaNormalized":-0.117503,"gexPer100kOi":2082299.636153,"vannaPer100kOi":1050.194327,"charmPer100kOi":-223778.218804,"weekendDeltaShiftPer100kOi":-671330.521789,"ivSurfaceRangePp":37.3,"gammaFlipDistancePct":0.105208,"maxPainDistancePct":5.207785,"peakCallDistancePct":18.358759,"peakPutDistancePct":11.783272},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/XENE.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."}