{"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/GEHC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GEHC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GEHC.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":"GEHC","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":64.29000091552734,"previous_close":63.97999954223633,"delta_neutral":65.57230146611329,"gamma_neutral":64.76972038059017,"gamma_max":72.41152212185145,"total_open_interest":55464,"previous_open_interest":56544,"listed_contracts":451,"listed_calls":270,"listed_puts":215,"gamma_max_distance_pct":12.63263507647982,"delta_neutral_distance_pct":1.9945567465005938,"gamma_neutral_distance_pct":0.7461805229916655,"open_interest_change_1d_pct":-1.9100169779286926,"call_open_interest":32832,"put_open_interest":22632,"put_call_open_interest_ratio":0.689327485380117,"nearest_expiration_max_pain":66,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":2.6598212165519763,"all_expiration_max_pain":67.5,"net_gamma_exposure":-304818.19322512223,"net_gamma_exposure_per_100k_open_interest":-549578.4530959221,"gamma_exposure_flip":64.76972038059017,"gamma_exposure_flip_distance_pct":0.7461805229916655,"call_wall":70,"call_wall_distance_pct":8.881628563009672,"put_wall":60,"put_wall_distance_pct":-6.672889803134567,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":936},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GEHC","price":64.29,"totalOi":57338,"analysisCoverage":1,"avgIvPct":138.3,"ivRank":100,"iv52wHighPct":138.3,"iv52wLowPct":44.2,"frontDte":7,"frontAtmIvPct":32.4223,"backAtmIvPct":32.8333,"termPremiumPp":-0.411,"expectedMoveFrontPct":4.49,"straddleFrontPct":4.2,"straddle30dPct":3.54,"riskReversalFrontPp":4.8,"riskReversal30dPp":-1.04,"butterflyFrontPp":2.6,"butterfly30dPp":2.6,"putCallOiRatio":0.703,"putCallOiFrontRatio":1.739,"putCallVolumeFrontRatio":2.784,"optionVolume":1970,"volumeOiRatio":0.034358,"netDeltaNormalized":-0.020372,"dealerDeltaNormalized":0.020349,"gexPer100kOi":-844254.072343,"vannaPer100kOi":3903.170672,"charmPer100kOi":-51684.74659,"weekendDeltaShiftPer100kOi":-155054.239771,"ivSurfaceRangePp":268.4,"gammaFlipDistancePct":null,"maxPainDistancePct":4.993,"peakCallDistancePct":4.993,"peakPutDistancePct":-3.561985},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GEHC.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."}