{"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/SHG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SHG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SHG.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":"SHG","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":70.30999755859375,"previous_close":71.33000183105469,"delta_neutral":63.48902737935521,"gamma_neutral":56.04279349953106,"gamma_max":77.28779192802047,"total_open_interest":481,"previous_open_interest":584,"listed_contracts":28,"listed_calls":16,"listed_puts":14,"gamma_max_distance_pct":9.924327423865549,"delta_neutral_distance_pct":-9.701280637300833,"gamma_neutral_distance_pct":-20.291856854600134,"open_interest_change_1d_pct":-17.636986301369863,"call_open_interest":404,"put_open_interest":77,"put_call_open_interest_ratio":0.1905940594059406,"nearest_expiration_max_pain":70,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-0.4409011084595893,"all_expiration_max_pain":70,"net_gamma_exposure":66174.18340620636,"net_gamma_exposure_per_100k_open_interest":13757626.48777679,"gamma_exposure_flip":56.04279349953106,"gamma_exposure_flip_distance_pct":-20.291856854600134,"call_wall":80,"call_wall_distance_pct":13.781827304617611,"put_wall":60,"put_wall_distance_pct":-14.663629521536791,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3957},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":70.31,"totalOi":585,"analysisCoverage":0.8333,"avgIvPct":371.2,"ivRank":82.2,"iv52wHighPct":440.8,"iv52wLowPct":49.4,"frontDte":35,"termPremiumPp":1.9222,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.177,"putCallOiFrontRatio":0.182,"putCallVolumeFrontRatio":0,"optionVolume":2,"volumeOiRatio":0.003419,"netDeltaNormalized":0.152997,"dealerDeltaNormalized":-0.152735,"gexPer100kOi":8839791.452991,"vannaPer100kOi":3931.623932,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":42.3,"gammaFlipDistancePct":-47.119898,"maxPainDistancePct":-0.440905,"peakCallDistancePct":-14.663632,"peakPutDistancePct":13.781823},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SHG.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."}