{"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/HASI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HASI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HASI.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":"HASI","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":36.27000045776367,"previous_close":36.029998779296875,"delta_neutral":32.81986857496628,"gamma_neutral":31.387539023552847,"gamma_max":40.972246713241304,"total_open_interest":4695,"previous_open_interest":4738,"listed_contracts":45,"listed_calls":27,"listed_puts":24,"gamma_max_distance_pct":12.964560783376298,"delta_neutral_distance_pct":-9.512356876904548,"gamma_neutral_distance_pct":-13.461431961922468,"open_interest_change_1d_pct":-0.9075559307724779,"call_open_interest":3354,"put_open_interest":1341,"put_call_open_interest_ratio":0.3998211091234347,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.5015176226495623,"all_expiration_max_pain":35,"net_gamma_exposure":356029.99373617716,"net_gamma_exposure_per_100k_open_interest":7583173.45550963,"gamma_exposure_flip":31.387539023552847,"gamma_exposure_flip_distance_pct":-13.461431961922468,"call_wall":40,"call_wall_distance_pct":10.283979859829072,"put_wall":35,"put_wall_distance_pct":-3.5015176226495623,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2618},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"HASI","price":36.27,"totalOi":4695,"analysisCoverage":0.9444,"avgIvPct":54.5,"ivRank":6,"iv52wHighPct":103,"iv52wLowPct":51.4,"frontDte":14,"frontAtmIvPct":32.4232,"backAtmIvPct":35.9173,"termPremiumPp":-3.4941,"expectedMoveFrontPct":6.35,"straddleFrontPct":5.65,"straddle30dPct":5.65,"riskReversalFrontPp":0.34,"riskReversal30dPp":0.34,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.4,"putCallOiFrontRatio":0.295,"putCallVolumeFrontRatio":0,"optionVolume":30,"volumeOiRatio":0.00639,"netDeltaNormalized":0.135677,"dealerDeltaNormalized":-0.13429,"gexPer100kOi":2746181.043663,"vannaPer100kOi":4685.835996,"charmPer100kOi":-152481.363152,"weekendDeltaShiftPer100kOi":-457465.388711,"ivSurfaceRangePp":61,"gammaFlipDistancePct":-0.165426,"maxPainDistancePct":-3.501516,"peakCallDistancePct":24.069479,"peakPutDistancePct":-3.501516},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HASI.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."}