{"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/HIG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HIG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HIG.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":"HIG","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":135.1199951171875,"previous_close":132.80999755859375,"delta_neutral":127.23005310688197,"gamma_neutral":122.92004540903,"gamma_max":156.70425534214962,"total_open_interest":12819,"previous_open_interest":15987,"listed_contracts":67,"listed_calls":42,"listed_puts":27,"gamma_max_distance_pct":15.974142247594388,"delta_neutral_distance_pct":-5.839211290277731,"gamma_neutral_distance_pct":-9.028974355406596,"open_interest_change_1d_pct":-19.81610058172265,"call_open_interest":10429,"put_open_interest":2390,"put_call_open_interest_ratio":0.22916866430146707,"nearest_expiration_max_pain":130,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-3.7892209163765926,"all_expiration_max_pain":130,"net_gamma_exposure":957354.0920779315,"net_gamma_exposure_per_100k_open_interest":7468243.170902032,"gamma_exposure_flip":122.92004540903,"gamma_exposure_flip_distance_pct":-9.028974355406596,"call_wall":160,"call_wall_distance_pct":18.413266564459576,"put_wall":130,"put_wall_distance_pct":-3.7892209163765926,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1771},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":135.12,"totalOi":15927,"analysisCoverage":1,"avgIvPct":146.4,"ivRank":100,"iv52wHighPct":146.4,"iv52wLowPct":27.09,"frontDte":35,"termPremiumPp":1.9576,"riskReversalFrontPp":2.59,"riskReversal30dPp":2.59,"butterflyFrontPp":2.25,"butterfly30dPp":2.25,"putCallOiRatio":0.267,"putCallOiFrontRatio":2.468,"putCallVolumeFrontRatio":0.008,"optionVolume":1053,"volumeOiRatio":0.066114,"netDeltaNormalized":0.082316,"dealerDeltaNormalized":-0.078507,"gexPer100kOi":3432814.403215,"vannaPer100kOi":2674.703334,"charmPer100kOi":1437.810008,"weekendDeltaShiftPer100kOi":4313.430024,"ivSurfaceRangePp":24.3,"gammaFlipDistancePct":16.333629,"maxPainDistancePct":-3.789224,"peakCallDistancePct":-3.789224,"peakPutDistancePct":-3.789224},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HIG.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."}