{"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/HALO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HALO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HALO.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":"HALO","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":121.83999633789062,"previous_close":121.51000213623047,"delta_neutral":91.14090506701797,"gamma_neutral":72.00218870611988,"gamma_max":118.92939525836945,"total_open_interest":16414,"previous_open_interest":16284,"listed_contracts":118,"listed_calls":97,"listed_puts":57,"gamma_max_distance_pct":-2.3888716078498544,"delta_neutral_distance_pct":-25.19623456466376,"gamma_neutral_distance_pct":-40.904308215472135,"open_interest_change_1d_pct":0.7983296487349545,"call_open_interest":13502,"put_open_interest":2912,"put_call_open_interest_ratio":0.21567175233298772,"nearest_expiration_max_pain":110,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-9.717659794617495,"all_expiration_max_pain":80,"net_gamma_exposure":1431637.9309281497,"net_gamma_exposure_per_100k_open_interest":8722053.92304222,"gamma_exposure_flip":72.00218870611988,"gamma_exposure_flip_distance_pct":-40.904308215472135,"call_wall":135,"call_wall_distance_pct":10.801053888423983,"put_wall":110,"put_wall_distance_pct":-9.717659794617495,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1592},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":121.84,"totalOi":17624,"analysisCoverage":1,"avgIvPct":121.8,"ivRank":77.4,"iv52wHighPct":146.3,"iv52wLowPct":37.9,"frontDte":35,"termPremiumPp":4.5003,"riskReversalFrontPp":4.72,"riskReversal30dPp":4.72,"butterflyFrontPp":2.35,"butterfly30dPp":2.35,"putCallOiRatio":0.227,"putCallOiFrontRatio":0.097,"putCallVolumeFrontRatio":0.097,"optionVolume":357,"volumeOiRatio":0.020256,"netDeltaNormalized":0.391327,"dealerDeltaNormalized":-0.314855,"gexPer100kOi":11313137.142533,"vannaPer100kOi":-85.111212,"charmPer100kOi":-461234.679982,"weekendDeltaShiftPer100kOi":-1383709.714026,"ivSurfaceRangePp":22.5,"gammaFlipDistancePct":-13.230466,"maxPainDistancePct":-30.236376,"peakCallDistancePct":-1.510177,"peakPutDistancePct":-13.821405},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HALO.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."}