{"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/HEDJ","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HEDJ.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HEDJ.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":"HEDJ","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":55.63999938964844,"previous_close":54.95000076293945,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":139,"previous_open_interest":139,"listed_contracts":19,"listed_calls":3,"listed_puts":16,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":119,"put_open_interest":20,"put_call_open_interest_ratio":0.16806722689075632,"nearest_expiration_max_pain":57,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.444285811053737,"all_expiration_max_pain":54,"net_gamma_exposure":48865.56268166269,"net_gamma_exposure_per_100k_open_interest":35155081.06594438,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":54,"call_wall_distance_pct":-2.9475187053175125,"put_wall":55,"put_wall_distance_pct":-1.150250533193763,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4634},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"HEDJ","price":55.64,"totalOi":139,"analysisCoverage":0.8333,"avgIvPct":27.7,"ivRank":42.4,"iv52wHighPct":32.4,"iv52wLowPct":24.24,"frontDte":14,"frontAtmIvPct":23.6919,"backAtmIvPct":23.6902,"termPremiumPp":0.0017,"expectedMoveFrontPct":4.64,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.168,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.532158,"dealerDeltaNormalized":-0.532086,"gexPer100kOi":17534014.388489,"vannaPer100kOi":-3597.122302,"charmPer100kOi":-920863.309353,"weekendDeltaShiftPer100kOi":-2762589.928058,"ivSurfaceRangePp":0,"gammaFlipDistancePct":-4.654925,"maxPainDistancePct":-2.94752,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HEDJ.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."}