{"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/HASI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HASI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HASI.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":"HASI","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":36.41999816894531,"previous_close":36.79999923706055,"delta_neutral":33.63831233802119,"gamma_neutral":30.953967164122574,"gamma_max":40.902382319833166,"total_open_interest":4501,"previous_open_interest":4806,"listed_contracts":37,"listed_calls":25,"listed_puts":17,"gamma_max_distance_pct":12.30748043999053,"delta_neutral_distance_pct":-7.637797832993906,"gamma_neutral_distance_pct":-15.008323118158549,"open_interest_change_1d_pct":-6.346233874323762,"call_open_interest":3232,"put_open_interest":1269,"put_call_open_interest_ratio":0.3926361386138614,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-3.8989517856596705,"all_expiration_max_pain":35,"net_gamma_exposure":380657.5847626546,"net_gamma_exposure_per_100k_open_interest":8457178.066266488,"gamma_exposure_flip":30.953967164122574,"gamma_exposure_flip_distance_pct":-15.008323118158549,"call_wall":40,"call_wall_distance_pct":9.82976938781752,"put_wall":35,"put_wall_distance_pct":-3.8989517856596705,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2519},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":36.42,"totalOi":4819,"analysisCoverage":1,"avgIvPct":224,"ivRank":100,"iv52wHighPct":224,"iv52wLowPct":51.4,"frontDte":35,"termPremiumPp":5.8285,"riskReversalFrontPp":93.18,"riskReversal30dPp":93.18,"butterflyFrontPp":-2.88,"butterfly30dPp":-2.88,"putCallOiRatio":0.381,"putCallOiFrontRatio":0.585,"putCallVolumeFrontRatio":0,"optionVolume":16,"volumeOiRatio":0.00332,"netDeltaNormalized":0.114412,"dealerDeltaNormalized":-0.112036,"gexPer100kOi":2885466.486823,"vannaPer100kOi":4855.779207,"charmPer100kOi":75658.850384,"weekendDeltaShiftPer100kOi":226997.302345,"ivSurfaceRangePp":69.2,"gammaFlipDistancePct":0.494234,"maxPainDistancePct":-3.898957,"peakCallDistancePct":23.558484,"peakPutDistancePct":-31.356398},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HASI.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."}