{"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/HSY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HSY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HSY.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":"HSY","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":170.8300018310547,"previous_close":168.67999267578125,"delta_neutral":169.18896373586225,"gamma_neutral":165.4964120120128,"gamma_max":196.3281397205318,"total_open_interest":34049,"previous_open_interest":37690,"listed_contracts":516,"listed_calls":276,"listed_puts":272,"gamma_max_distance_pct":14.926030332010379,"delta_neutral_distance_pct":-0.9606263991118935,"gamma_neutral_distance_pct":-3.1221622442623618,"open_interest_change_1d_pct":-9.660387370655346,"call_open_interest":19042,"put_open_interest":15007,"put_call_open_interest_ratio":0.7880999894969016,"nearest_expiration_max_pain":165,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":-3.4127505523417185,"all_expiration_max_pain":170,"net_gamma_exposure":759069.7331930095,"net_gamma_exposure_per_100k_open_interest":2229345.159014977,"gamma_exposure_flip":165.4964120120128,"gamma_exposure_flip_distance_pct":-3.1221622442623618,"call_wall":170,"call_wall_distance_pct":-0.4858642054429832,"put_wall":170,"put_wall_distance_pct":-0.4858642054429832,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1154},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":170.83,"totalOi":37776,"analysisCoverage":1,"avgIvPct":105.5,"ivRank":100,"iv52wHighPct":105.5,"iv52wLowPct":36.3,"frontDte":7,"termPremiumPp":-0.0722,"riskReversalFrontPp":108.45,"riskReversal30dPp":26.63,"butterflyFrontPp":3.38,"butterfly30dPp":2.43,"putCallOiRatio":0.775,"putCallOiFrontRatio":1.09,"putCallVolumeFrontRatio":2.161,"optionVolume":2170,"volumeOiRatio":0.057444,"netDeltaNormalized":0.044198,"dealerDeltaNormalized":-0.043745,"gexPer100kOi":7976052.811309,"vannaPer100kOi":3091.910208,"charmPer100kOi":258386.277001,"weekendDeltaShiftPer100kOi":775158.831004,"ivSurfaceRangePp":110.2,"gammaFlipDistancePct":4.17374,"maxPainDistancePct":-0.485863,"peakCallDistancePct":11.221682,"peakPutDistancePct":-0.485863},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HSY.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."}