{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/HAE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HAE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HAE.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"HAE","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":118.27999877929688,"previous_close":121.29000091552734,"delta_neutral":104.51364044801105,"gamma_neutral":105.60280515438424,"gamma_max":132.1955588039466,"total_open_interest":5446,"previous_open_interest":6226,"listed_contracts":143,"listed_calls":98,"listed_puts":80,"gamma_max_distance_pct":11.764930815238925,"delta_neutral_distance_pct":-11.638788022794113,"gamma_neutral_distance_pct":-10.71795211003298,"open_interest_change_1d_pct":-12.528107934468357,"call_open_interest":3325,"put_open_interest":2121,"put_call_open_interest_ratio":0.6378947368421053,"nearest_expiration_max_pain":115,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-2.7730798217348216,"all_expiration_max_pain":105,"net_gamma_exposure":120618.97111913147,"net_gamma_exposure_per_100k_open_interest":2214817.6848904053,"gamma_exposure_flip":105.60280515438424,"gamma_exposure_flip_distance_pct":-10.71795211003298,"call_wall":115,"call_wall_distance_pct":-2.7730798217348216,"put_wall":105,"put_wall_distance_pct":-11.227594619844837,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2383},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":118.28,"totalOi":6217,"analysisCoverage":1,"avgIvPct":152.3,"ivRank":100,"iv52wHighPct":152.3,"iv52wLowPct":53.7,"frontDte":35,"termPremiumPp":7.6715,"riskReversalFrontPp":-1.11,"riskReversal30dPp":-1.11,"butterflyFrontPp":5.63,"butterfly30dPp":5.63,"putCallOiRatio":0.653,"putCallOiFrontRatio":1.255,"putCallVolumeFrontRatio":0.037,"optionVolume":803,"volumeOiRatio":0.129162,"netDeltaNormalized":0.248052,"dealerDeltaNormalized":-0.248054,"gexPer100kOi":2544834.968634,"vannaPer100kOi":-321.698568,"charmPer100kOi":-592166.639858,"weekendDeltaShiftPer100kOi":-1776516.004504,"ivSurfaceRangePp":28.3,"gammaFlipDistancePct":-78.567805,"maxPainDistancePct":-11.227596,"peakCallDistancePct":18.363206,"peakPutDistancePct":-15.454853},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HAE.json?date=2026-10-16&public_schema=4","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."}