{"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/HSIC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HSIC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HSIC.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":"HSIC","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":86.37999725341797,"previous_close":86.98999786376953,"delta_neutral":72.75908807289501,"gamma_neutral":69.84817007264749,"gamma_max":86.35046941877007,"total_open_interest":9970,"previous_open_interest":11198,"listed_contracts":46,"listed_calls":27,"listed_puts":24,"gamma_max_distance_pct":-0.03418364851444283,"delta_neutral_distance_pct":-15.768591819426103,"gamma_neutral_distance_pct":-19.138490051429503,"open_interest_change_1d_pct":-10.966243972137882,"call_open_interest":7145,"put_open_interest":2825,"put_call_open_interest_ratio":0.39538138558432473,"nearest_expiration_max_pain":65,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-24.751097398966383,"all_expiration_max_pain":75,"net_gamma_exposure":1400501.1763608789,"net_gamma_exposure_per_100k_open_interest":14047153.223278625,"gamma_exposure_flip":69.84817007264749,"gamma_exposure_flip_distance_pct":-19.138490051429503,"call_wall":90,"call_wall_distance_pct":4.1907882168157755,"put_wall":70,"put_wall_distance_pct":-18.962720275809954,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":1965},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":86.38,"totalOi":11193,"analysisCoverage":1,"avgIvPct":590.8,"ivRank":100,"iv52wHighPct":590.8,"iv52wLowPct":39.9,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":15.46,"riskReversal30dPp":15.46,"butterflyFrontPp":0.12,"butterfly30dPp":0.12,"putCallOiRatio":0.352,"putCallOiFrontRatio":0.034,"putCallVolumeFrontRatio":0.01,"optionVolume":135,"volumeOiRatio":0.012061,"netDeltaNormalized":0.316668,"dealerDeltaNormalized":-0.31531,"gexPer100kOi":13387138.568748,"vannaPer100kOi":2376.485303,"charmPer100kOi":-524345.573126,"weekendDeltaShiftPer100kOi":-1573036.719378,"ivSurfaceRangePp":52.5,"gammaFlipDistancePct":-5.730493,"maxPainDistancePct":-13.174346,"peakCallDistancePct":15.767539,"peakPutDistancePct":-7.385969},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HSIC.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."}