{"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/SHLD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SHLD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SHLD.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":"SHLD","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":61.47999954223633,"previous_close":60.650001525878906,"delta_neutral":59.85806197017925,"gamma_neutral":21.20035769500673,"gamma_max":70.19247920049011,"total_open_interest":7347,"previous_open_interest":8627,"listed_contracts":177,"listed_calls":113,"listed_puts":72,"gamma_max_distance_pct":14.171242230196132,"delta_neutral_distance_pct":-2.6381548212973205,"gamma_neutral_distance_pct":-65.51665931545391,"open_interest_change_1d_pct":-14.837139214095282,"call_open_interest":5206,"put_open_interest":2141,"put_call_open_interest_ratio":0.411256242796773,"nearest_expiration_max_pain":60,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-2.407286195927147,"all_expiration_max_pain":63,"net_gamma_exposure":262350.3117736516,"net_gamma_exposure_per_100k_open_interest":3570849.486506759,"gamma_exposure_flip":21.20035769500673,"gamma_exposure_flip_distance_pct":-65.51665931545391,"call_wall":65,"call_wall_distance_pct":5.725439954412257,"put_wall":60,"put_wall_distance_pct":-2.407286195927147,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":2186},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":61.48,"totalOi":8630,"analysisCoverage":1,"avgIvPct":115.5,"ivRank":89.6,"iv52wHighPct":125.6,"iv52wLowPct":28.3,"frontDte":35,"termPremiumPp":1.103,"riskReversalFrontPp":2.51,"riskReversal30dPp":2.51,"butterflyFrontPp":-2.34,"butterfly30dPp":-2.34,"putCallOiRatio":0.476,"putCallOiFrontRatio":0.952,"putCallVolumeFrontRatio":0.526,"optionVolume":520,"volumeOiRatio":0.060255,"netDeltaNormalized":0.024998,"dealerDeltaNormalized":-0.024776,"gexPer100kOi":-3951583.893395,"vannaPer100kOi":4067.207416,"charmPer100kOi":-31599.073001,"weekendDeltaShiftPer100kOi":-94808.806489,"ivSurfaceRangePp":46.4,"gammaFlipDistancePct":-26.675342,"maxPainDistancePct":2.472349,"peakCallDistancePct":5.725439,"peakPutDistancePct":-2.407287},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SHLD.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."}