{"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/HAYW","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HAYW.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HAYW.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":"HAYW","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":11.829999923706055,"previous_close":11.739999771118164,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":2507,"previous_open_interest":2845,"listed_contracts":15,"listed_calls":16,"listed_puts":8,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":-11.880492091388401,"call_open_interest":2004,"put_open_interest":503,"put_call_open_interest_ratio":0.250998003992016,"nearest_expiration_max_pain":5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-57.73457284661063,"all_expiration_max_pain":13,"net_gamma_exposure":27025.729565947568,"net_gamma_exposure_per_100k_open_interest":1078010.7525308165,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":17,"call_wall_distance_pct":43.70245232152384,"put_wall":13,"put_wall_distance_pct":9.890110598812349,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2929},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":11.83,"totalOi":2838,"analysisCoverage":0.8333,"avgIvPct":6543.7,"ivRank":100,"iv52wHighPct":6543.7,"iv52wLowPct":59.7,"frontDte":91,"termPremiumPp":0,"riskReversalFrontPp":-9.18,"riskReversal30dPp":-9.18,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.243,"putCallOiFrontRatio":0.091,"putCallVolumeFrontRatio":0,"optionVolume":12,"volumeOiRatio":0.004228,"netDeltaNormalized":0.14476,"dealerDeltaNormalized":-0.144249,"gexPer100kOi":127305.496829,"vannaPer100kOi":3065.539112,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":30.3,"gammaFlipDistancePct":42.011834,"maxPainDistancePct":9.89011,"peakCallDistancePct":1.437025,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HAYW.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."}