{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-02","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/CHE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CHE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CHE.json?date=2026-10-02","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"CHE","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":507.5,"previous_close":502.8999938964844,"delta_neutral":783.7031515992051,"gamma_neutral":1403.9115264240568,"gamma_max":300,"total_open_interest":5111,"previous_open_interest":5111,"listed_contracts":59,"listed_calls":38,"listed_puts":24,"gamma_max_distance_pct":-40.88669950738916,"delta_neutral_distance_pct":54.42426632496652,"gamma_neutral_distance_pct":176.63281308848408,"open_interest_change_1d_pct":0,"call_open_interest":2489,"put_open_interest":2622,"put_call_open_interest_ratio":1.0534351145038168,"nearest_expiration_max_pain":500,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.477832512315271,"all_expiration_max_pain":590,"net_gamma_exposure":-402348.30425876,"net_gamma_exposure_per_100k_open_interest":-7872203.174696928,"gamma_exposure_flip":1403.9115264240568,"gamma_exposure_flip_distance_pct":176.63281308848408,"call_wall":540,"call_wall_distance_pct":6.403940886699508,"put_wall":590,"put_wall_distance_pct":16.25615763546798,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2558},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"CHE","price":507.5,"totalOi":5111,"analysisCoverage":0.7778,"avgIvPct":43.4,"ivRank":6.5,"iv52wHighPct":100.88,"iv52wLowPct":39.43,"frontDte":14,"frontAtmIvPct":28.5937,"backAtmIvPct":33.6597,"termPremiumPp":-5.066,"expectedMoveFrontPct":5.6,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.053,"putCallOiFrontRatio":1.333,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.000196,"netDeltaNormalized":0.098478,"dealerDeltaNormalized":-0.09848,"gexPer100kOi":-29840243.787908,"vannaPer100kOi":-6261.005674,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":47.4,"gammaFlipDistancePct":-34.963547,"maxPainDistancePct":16.256158,"peakCallDistancePct":null,"peakPutDistancePct":-5.418719},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CHE.json?date=2026-10-02","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."}