{"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/ZENA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ZENA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ZENA.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":"ZENA","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":1.3300000429153442,"previous_close":1.350000023841858,"delta_neutral":0.46603431521342253,"gamma_neutral":1.3300000429153442,"gamma_max":1.105497557619599,"total_open_interest":57480,"previous_open_interest":57304,"listed_contracts":63,"listed_calls":49,"listed_puts":36,"gamma_max_distance_pct":-16.879885567795817,"delta_neutral_distance_pct":-64.95982705445024,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.3071338824514868,"call_open_interest":52205,"put_open_interest":5275,"put_call_open_interest_ratio":0.10104396130638828,"nearest_expiration_max_pain":1,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-24.81203250129136,"all_expiration_max_pain":1.5,"net_gamma_exposure":1801975.3380009322,"net_gamma_exposure_per_100k_open_interest":3134960.5741143567,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":2.5,"call_wall_distance_pct":87.9699187467716,"put_wall":1.5,"put_wall_distance_pct":12.781951248062962,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":909},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ZENA","price":1.33,"totalOi":57480,"analysisCoverage":0.7778,"avgIvPct":200.7,"ivRank":32.4,"iv52wHighPct":321.5,"iv52wLowPct":142.73,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-118.09,"riskReversal30dPp":-118.09,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.101,"putCallOiFrontRatio":0.186,"putCallVolumeFrontRatio":0,"optionVolume":295,"volumeOiRatio":0.005132,"netDeltaNormalized":0.321696,"dealerDeltaNormalized":-0.32164,"gexPer100kOi":43246.398747,"vannaPer100kOi":3237.647878,"charmPer100kOi":-29944.328462,"weekendDeltaShiftPer100kOi":-89831.245651,"ivSurfaceRangePp":86.5,"gammaFlipDistancePct":null,"maxPainDistancePct":12.781955,"peakCallDistancePct":12.781955,"peakPutDistancePct":12.781955},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ZENA.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."}