{"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/HAE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HAE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HAE.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":"HAE","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":104.68000030517578,"previous_close":104.37000274658203,"delta_neutral":88.66379084004552,"gamma_neutral":41.7543351439498,"gamma_max":116.55501892411023,"total_open_interest":3792,"previous_open_interest":3783,"listed_contracts":127,"listed_calls":88,"listed_puts":65,"gamma_max_distance_pct":11.344114046919143,"delta_neutral_distance_pct":-15.30016184413247,"gamma_neutral_distance_pct":-60.11240444953905,"open_interest_change_1d_pct":0.23790642347343377,"call_open_interest":2889,"put_open_interest":903,"put_call_open_interest_ratio":0.3125649013499481,"nearest_expiration_max_pain":100,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-4.470768333523194,"all_expiration_max_pain":90,"net_gamma_exposure":221187.80632658384,"net_gamma_exposure_per_100k_open_interest":5833011.770215819,"gamma_exposure_flip":41.7543351439498,"gamma_exposure_flip_distance_pct":-60.11240444953905,"call_wall":115,"call_wall_distance_pct":9.858616416448328,"put_wall":100,"put_wall_distance_pct":-4.470768333523194,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2747},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"HAE","price":104.68,"totalOi":3792,"analysisCoverage":0.9444,"avgIvPct":57.2,"ivRank":9.4,"iv52wHighPct":91.07,"iv52wLowPct":53.7,"frontDte":14,"frontAtmIvPct":35.0273,"backAtmIvPct":48.6358,"termPremiumPp":-13.6085,"expectedMoveFrontPct":6.86,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":1.26,"riskReversal30dPp":1.26,"butterflyFrontPp":1.64,"butterfly30dPp":1.64,"putCallOiRatio":0.313,"putCallOiFrontRatio":1.038,"putCallVolumeFrontRatio":0,"optionVolume":16,"volumeOiRatio":0.004219,"netDeltaNormalized":0.318719,"dealerDeltaNormalized":-0.31813,"gexPer100kOi":6473008.966245,"vannaPer100kOi":105.485232,"charmPer100kOi":-173971.518987,"weekendDeltaShiftPer100kOi":-521888.185654,"ivSurfaceRangePp":40.2,"gammaFlipDistancePct":-71.7329,"maxPainDistancePct":-14.023691,"peakCallDistancePct":5.082155,"peakPutDistancePct":0.305694},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HAE.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."}