{"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/ZION","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ZION.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ZION.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":"ZION","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":63.16999816894531,"previous_close":62.650001525878906,"delta_neutral":65.06554733526144,"gamma_neutral":67.58035843984428,"gamma_max":75.0998833631829,"total_open_interest":40082,"previous_open_interest":39048,"listed_contracts":220,"listed_calls":122,"listed_puts":121,"gamma_max_distance_pct":18.885365743294223,"delta_neutral_distance_pct":3.000711130696203,"gamma_neutral_distance_pct":6.9817324659463385,"open_interest_change_1d_pct":2.6480229461175986,"call_open_interest":15577,"put_open_interest":24505,"put_call_open_interest_ratio":1.5731527251717274,"nearest_expiration_max_pain":67.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":6.854522647720035,"all_expiration_max_pain":65,"net_gamma_exposure":-1807781.21893546,"net_gamma_exposure_per_100k_open_interest":-4510207.12273704,"gamma_exposure_flip":67.58035843984428,"gamma_exposure_flip_distance_pct":6.9817324659463385,"call_wall":60,"call_wall_distance_pct":-5.018202090915525,"put_wall":60,"put_wall_distance_pct":-5.018202090915525,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1118},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ZION","price":63.17,"totalOi":40082,"analysisCoverage":1,"avgIvPct":37.4,"ivRank":10.4,"iv52wHighPct":53.73,"iv52wLowPct":35.5,"frontDte":14,"frontAtmIvPct":28.5937,"backAtmIvPct":31.0046,"termPremiumPp":-2.4109,"expectedMoveFrontPct":5.6,"straddleFrontPct":4.55,"straddle30dPct":4.55,"riskReversalFrontPp":7.86,"riskReversal30dPp":7.86,"butterflyFrontPp":0.73,"butterfly30dPp":0.73,"putCallOiRatio":1.573,"putCallOiFrontRatio":4.787,"putCallVolumeFrontRatio":1.355,"optionVolume":157,"volumeOiRatio":0.003917,"netDeltaNormalized":-0.041803,"dealerDeltaNormalized":0.041317,"gexPer100kOi":-2289900.129734,"vannaPer100kOi":3038.77052,"charmPer100kOi":523978.344394,"weekendDeltaShiftPer100kOi":1571932.538296,"ivSurfaceRangePp":51.4,"gammaFlipDistancePct":null,"maxPainDistancePct":2.896945,"peakCallDistancePct":2.896945,"peakPutDistancePct":2.896945},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ZION.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."}