{"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/HALO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HALO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HALO.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":"HALO","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":109.86000061035156,"previous_close":106.94000244140625,"delta_neutral":86.80356663591164,"gamma_neutral":65.60553289854275,"gamma_max":114.63371493430749,"total_open_interest":15046,"previous_open_interest":15023,"listed_contracts":118,"listed_calls":83,"listed_puts":58,"gamma_max_distance_pct":4.345270614813856,"delta_neutral_distance_pct":-20.987105267016933,"gamma_neutral_distance_pct":-40.28260282718307,"open_interest_change_1d_pct":0.15309858217399985,"call_open_interest":12126,"put_open_interest":2920,"put_call_open_interest_ratio":0.24080488207158174,"nearest_expiration_max_pain":110,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.1274343608871654,"all_expiration_max_pain":80,"net_gamma_exposure":1237948.7913117758,"net_gamma_exposure_per_100k_open_interest":8227760.144302644,"gamma_exposure_flip":65.60553289854275,"gamma_exposure_flip_distance_pct":-40.28260282718307,"call_wall":110,"call_wall_distance_pct":0.1274343608871654,"put_wall":110,"put_wall_distance_pct":0.1274343608871654,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1775},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"HALO","price":109.86,"totalOi":15046,"analysisCoverage":1,"avgIvPct":40.2,"ivRank":7.1,"iv52wHighPct":70.5,"iv52wLowPct":37.9,"frontDte":14,"frontAtmIvPct":35.2315,"backAtmIvPct":39.1652,"termPremiumPp":-3.9337,"expectedMoveFrontPct":6.9,"straddleFrontPct":5.73,"straddle30dPct":5.73,"riskReversalFrontPp":10.19,"riskReversal30dPp":10.19,"butterflyFrontPp":-17.78,"butterfly30dPp":-17.78,"putCallOiRatio":0.241,"putCallOiFrontRatio":0.565,"putCallVolumeFrontRatio":0.182,"optionVolume":83,"volumeOiRatio":0.005516,"netDeltaNormalized":0.339665,"dealerDeltaNormalized":-0.302236,"gexPer100kOi":9490911.737339,"vannaPer100kOi":1747.972883,"charmPer100kOi":-232593.3803,"weekendDeltaShiftPer100kOi":-697780.140901,"ivSurfaceRangePp":15.9,"gammaFlipDistancePct":-21.745858,"maxPainDistancePct":-27.180047,"peakCallDistancePct":4.678682,"peakPutDistancePct":0.127435},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HALO.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."}