{"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/HEI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HEI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HEI.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":"HEI","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":309.8699951171875,"previous_close":308.6400146484375,"delta_neutral":311.5285971129133,"gamma_neutral":303.66275137954483,"gamma_max":364.1833826132079,"total_open_interest":2700,"previous_open_interest":3510,"listed_contracts":164,"listed_calls":113,"listed_puts":73,"gamma_max_distance_pct":17.527798222438427,"delta_neutral_distance_pct":0.5352573730472188,"gamma_neutral_distance_pct":-2.0031767629825525,"open_interest_change_1d_pct":-23.076923076923077,"call_open_interest":1554,"put_open_interest":1146,"put_call_open_interest_ratio":0.7374517374517374,"nearest_expiration_max_pain":320,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":3.2691144810524513,"all_expiration_max_pain":310,"net_gamma_exposure":24998.855774967004,"net_gamma_exposure_per_100k_open_interest":925883.5472210002,"gamma_exposure_flip":303.66275137954483,"gamma_exposure_flip_distance_pct":-2.0031767629825525,"call_wall":350,"call_wall_distance_pct":12.95059396365112,"put_wall":300,"put_wall_distance_pct":-3.185205174013327,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2873},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":309.87,"totalOi":3554,"analysisCoverage":1,"avgIvPct":184.3,"ivRank":100,"iv52wHighPct":184.3,"iv52wLowPct":38.2,"frontDte":35,"termPremiumPp":-3.7798,"riskReversalFrontPp":2.74,"riskReversal30dPp":2.74,"butterflyFrontPp":0.65,"butterfly30dPp":0.65,"putCallOiRatio":0.658,"putCallOiFrontRatio":0.791,"putCallVolumeFrontRatio":0.062,"optionVolume":544,"volumeOiRatio":0.153067,"netDeltaNormalized":-0.003048,"dealerDeltaNormalized":0.002909,"gexPer100kOi":1680371.975239,"vannaPer100kOi":506.471581,"charmPer100kOi":58413.055712,"weekendDeltaShiftPer100kOi":175267.304446,"ivSurfaceRangePp":53.4,"gammaFlipDistancePct":26.365895,"maxPainDistancePct":0.041953,"peakCallDistancePct":6.496273,"peakPutDistancePct":-19.321006},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HEI.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."}