{"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/STLD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/STLD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/STLD.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":"STLD","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":240.5399932861328,"previous_close":240.75999450683594,"delta_neutral":226.03898691154524,"gamma_neutral":218.0452590108452,"gamma_max":282.4101776735218,"total_open_interest":25690,"previous_open_interest":28249,"listed_contracts":425,"listed_calls":326,"listed_puts":228,"gamma_max_distance_pct":17.40674547104629,"delta_neutral_distance_pct":-6.028521983592972,"gamma_neutral_distance_pct":-9.351764738984233,"open_interest_change_1d_pct":-9.058727742574959,"call_open_interest":15837,"put_open_interest":9853,"put_call_open_interest_ratio":0.6221506598471933,"nearest_expiration_max_pain":240,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-0.22449210160676564,"all_expiration_max_pain":230,"net_gamma_exposure":637505.2985492526,"net_gamma_exposure_per_100k_open_interest":2481530.9402462146,"gamma_exposure_flip":218.0452590108452,"gamma_exposure_flip_distance_pct":-9.351764738984233,"call_wall":290,"call_wall_distance_pct":20.562072043891824,"put_wall":250,"put_wall_distance_pct":3.9328207274929525,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1310},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":240.54,"totalOi":28440,"analysisCoverage":1,"avgIvPct":103.9,"ivRank":100,"iv52wHighPct":103.9,"iv52wLowPct":43.7,"frontDte":35,"termPremiumPp":2.0509,"riskReversalFrontPp":0.99,"riskReversal30dPp":0.99,"butterflyFrontPp":-3.23,"butterfly30dPp":-3.23,"putCallOiRatio":0.603,"putCallOiFrontRatio":1.068,"putCallVolumeFrontRatio":1.048,"optionVolume":1041,"volumeOiRatio":0.036603,"netDeltaNormalized":0.138592,"dealerDeltaNormalized":-0.136818,"gexPer100kOi":25735170.499297,"vannaPer100kOi":3073.136428,"charmPer100kOi":67563.291139,"weekendDeltaShiftPer100kOi":202689.873418,"ivSurfaceRangePp":19.8,"gammaFlipDistancePct":-2.947535,"maxPainDistancePct":-0.224495,"peakCallDistancePct":-0.224495,"peakPutDistancePct":-4.381808},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/STLD.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."}