{"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/YUM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/YUM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/YUM.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":"YUM","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":136.1199951171875,"previous_close":136.77000427246094,"delta_neutral":138.6470481510149,"gamma_neutral":135.378053150438,"gamma_max":159.13871497874072,"total_open_interest":23834,"previous_open_interest":23732,"listed_contracts":257,"listed_calls":144,"listed_puts":123,"gamma_max_distance_pct":16.910608791703307,"delta_neutral_distance_pct":1.8564892186866644,"gamma_neutral_distance_pct":-0.5450646439641332,"open_interest_change_1d_pct":0.42979942693409745,"call_open_interest":16831,"put_open_interest":7003,"put_call_open_interest_ratio":0.4160774760857941,"nearest_expiration_max_pain":145,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":6.523659419152628,"all_expiration_max_pain":145,"net_gamma_exposure":106060.98543884217,"net_gamma_exposure_per_100k_open_interest":444998.6801998916,"gamma_exposure_flip":135.378053150438,"gamma_exposure_flip_distance_pct":-0.5450646439641332,"call_wall":160,"call_wall_distance_pct":17.54334832458221,"put_wall":135,"put_wall_distance_pct":-0.82279985113376,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1446},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"YUM","price":136.12,"totalOi":23834,"analysisCoverage":1,"avgIvPct":34.5,"ivRank":16.9,"iv52wHighPct":50.19,"iv52wLowPct":31.3,"frontDte":14,"frontAtmIvPct":27.7767,"backAtmIvPct":30.568,"termPremiumPp":-2.7913,"expectedMoveFrontPct":5.44,"straddleFrontPct":4.39,"straddle30dPct":4.39,"riskReversalFrontPp":2.12,"riskReversal30dPp":2.12,"butterflyFrontPp":0.07,"butterfly30dPp":0.07,"putCallOiRatio":0.416,"putCallOiFrontRatio":0.546,"putCallVolumeFrontRatio":0.745,"optionVolume":1373,"volumeOiRatio":0.057607,"netDeltaNormalized":-0.027019,"dealerDeltaNormalized":0.027015,"gexPer100kOi":905532.726357,"vannaPer100kOi":4720.147688,"charmPer100kOi":305840.396073,"weekendDeltaShiftPer100kOi":917521.188219,"ivSurfaceRangePp":88.6,"gammaFlipDistancePct":35.005877,"maxPainDistancePct":6.523656,"peakCallDistancePct":6.523656,"peakPutDistancePct":-11.842492},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/YUM.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."}