{"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/XND","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/XND.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/XND.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":"XND","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":308.0793151855469,"previous_close":305.0155944824219,"delta_neutral":305.6305067094436,"gamma_neutral":396.27892532535475,"gamma_max":316.4932604900286,"total_open_interest":17351,"previous_open_interest":18153,"listed_contracts":840,"listed_calls":338,"listed_puts":561,"gamma_max_distance_pct":2.7310971200433443,"delta_neutral_distance_pct":-0.794862996442475,"gamma_neutral_distance_pct":28.62886464373238,"open_interest_change_1d_pct":-4.4180025340164155,"call_open_interest":4601,"put_open_interest":12750,"put_call_open_interest_ratio":2.7711367094109978,"nearest_expiration_max_pain":305,"nearest_expiration_max_pain_expiry":"2026-10-05","nearest_expiration_max_pain_distance_pct":-0.9995202643489052,"all_expiration_max_pain":297,"net_gamma_exposure":235071.15896899687,"net_gamma_exposure_per_100k_open_interest":1354798.9105469245,"gamma_exposure_flip":396.27892532535475,"gamma_exposure_flip_distance_pct":28.62886464373238,"call_wall":315,"call_wall_distance_pct":2.2463971040330977,"put_wall":290,"put_wall_distance_pct":-5.86839631692191,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1682},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"XND","price":308.08,"totalOi":18619,"analysisCoverage":1,"avgIvPct":46.9,"ivRank":76.2,"iv52wHighPct":51.08,"iv52wLowPct":33.5,"frontDte":3,"frontAtmIvPct":21.3987,"backAtmIvPct":20.5515,"termPremiumPp":0.8472,"expectedMoveFrontPct":1.94,"straddleFrontPct":4.95,"straddle30dPct":4.37,"riskReversalFrontPp":8.53,"riskReversal30dPp":4.95,"butterflyFrontPp":3.33,"butterfly30dPp":3.33,"putCallOiRatio":2.557,"putCallOiFrontRatio":3.385,"putCallVolumeFrontRatio":0.233,"optionVolume":2250,"volumeOiRatio":0.120844,"netDeltaNormalized":0.044219,"dealerDeltaNormalized":-0.043236,"gexPer100kOi":8604840.646651,"vannaPer100kOi":1724.04533,"charmPer100kOi":-2709189.537569,"weekendDeltaShiftPer100kOi":-8127568.612707,"ivSurfaceRangePp":64.6,"gammaFlipDistancePct":2.203973,"maxPainDistancePct":-3.596468,"peakCallDistancePct":0.623215,"peakPutDistancePct":-0.025967},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/XND.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."}