{"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/HELE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HELE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HELE.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":"HELE","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":28.989999771118164,"previous_close":29.530000686645508,"delta_neutral":23.1127090037342,"gamma_neutral":20.44580991112874,"gamma_max":29.628370241125563,"total_open_interest":17971,"previous_open_interest":19969,"listed_contracts":75,"listed_calls":55,"listed_puts":46,"gamma_max_distance_pct":2.202036823206143,"delta_neutral_distance_pct":-20.273510913371332,"gamma_neutral_distance_pct":-29.47288695221631,"open_interest_change_1d_pct":-10.005508538234263,"call_open_interest":10576,"put_open_interest":7395,"put_call_open_interest_ratio":0.6992246596066566,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-13.763365997309448,"all_expiration_max_pain":20,"net_gamma_exposure":546551.3451144624,"net_gamma_exposure_per_100k_open_interest":3041296.2278919504,"gamma_exposure_flip":20.44580991112874,"gamma_exposure_flip_distance_pct":-29.47288695221631,"call_wall":30,"call_wall_distance_pct":3.4839608032286633,"put_wall":17.5,"put_wall_distance_pct":-39.63435619811661,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1532},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":28.99,"totalOi":20128,"analysisCoverage":0.9444,"avgIvPct":404.5,"ivRank":100,"iv52wHighPct":404.5,"iv52wLowPct":96,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":-1.31,"riskReversal30dPp":-1.31,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.729,"putCallOiFrontRatio":0.693,"putCallVolumeFrontRatio":19.25,"optionVolume":1086,"volumeOiRatio":0.053955,"netDeltaNormalized":0.2456,"dealerDeltaNormalized":-0.242794,"gexPer100kOi":1272175.178855,"vannaPer100kOi":-432.233704,"charmPer100kOi":-29034.18124,"weekendDeltaShiftPer100kOi":-87097.575517,"ivSurfaceRangePp":38.5,"gammaFlipDistancePct":-55.777854,"maxPainDistancePct":-22.38703,"peakCallDistancePct":3.48396,"peakPutDistancePct":3.48396},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HELE.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."}