{"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/HG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HG.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":"HG","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":36.209999084472656,"previous_close":35.5,"delta_neutral":28.49152499368638,"gamma_neutral":17.044256857037915,"gamma_max":30.254273550063242,"total_open_interest":2986,"previous_open_interest":4237,"listed_contracts":23,"listed_calls":24,"listed_puts":16,"gamma_max_distance_pct":-16.447737323924184,"delta_neutral_distance_pct":-21.315863810932996,"gamma_neutral_distance_pct":-52.92941925439947,"open_interest_change_1d_pct":-29.52560774132641,"call_open_interest":2639,"put_open_interest":347,"put_call_open_interest_ratio":0.1314892004547177,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-3.341615893582059,"all_expiration_max_pain":13,"net_gamma_exposure":72429.36420696312,"net_gamma_exposure_per_100k_open_interest":2425631.7550891866,"gamma_exposure_flip":17.044256857037915,"gamma_exposure_flip_distance_pct":-52.92941925439947,"call_wall":35,"call_wall_distance_pct":-3.341615893582059,"put_wall":38,"put_wall_distance_pct":4.943388458396622,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2805},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":36.21,"totalOi":4243,"analysisCoverage":1,"avgIvPct":476.6,"ivRank":85.2,"iv52wHighPct":551,"iv52wLowPct":48.3,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":-6.45,"riskReversal30dPp":-6.45,"butterflyFrontPp":-3.41,"butterfly30dPp":-3.41,"putCallOiRatio":0.097,"putCallOiFrontRatio":0.762,"putCallVolumeFrontRatio":0,"optionVolume":169,"volumeOiRatio":0.03983,"netDeltaNormalized":0.509451,"dealerDeltaNormalized":-0.183823,"gexPer100kOi":940948.385576,"vannaPer100kOi":-989.865661,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":45.2,"gammaFlipDistancePct":-36.012151,"maxPainDistancePct":-64.098315,"peakCallDistancePct":-37.862469,"peakPutDistancePct":24.275062},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HG.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."}