{"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/HEI.A","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HEI.A.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HEI.A.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":"HEI.A","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":224.83999633789062,"previous_close":230.82000732421875,"delta_neutral":212.9114644647247,"gamma_neutral":167.80643639058707,"gamma_max":260.40530623515815,"total_open_interest":123,"previous_open_interest":123,"listed_contracts":29,"listed_calls":21,"listed_puts":14,"gamma_max_distance_pct":15.818053049520516,"delta_neutral_distance_pct":-5.305342495754033,"gamma_neutral_distance_pct":-25.366287527239262,"open_interest_change_1d_pct":0,"call_open_interest":91,"put_open_interest":32,"put_call_open_interest_ratio":0.3516483516483517,"nearest_expiration_max_pain":230,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.2949669748058956,"all_expiration_max_pain":220,"net_gamma_exposure":4540.031266529277,"net_gamma_exposure_per_100k_open_interest":3691082.3305116068,"gamma_exposure_flip":167.80643639058707,"gamma_exposure_flip_distance_pct":-25.366287527239262,"call_wall":260,"call_wall_distance_pct":15.637788754128405,"put_wall":230,"put_wall_distance_pct":2.2949669748058956,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4669},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"HEI.A","price":224.84,"totalOi":123,"analysisCoverage":0.6667,"avgIvPct":39.4,"ivRank":2.8,"iv52wHighPct":119.01,"iv52wLowPct":37.07,"frontDte":14,"frontAtmIvPct":25.8365,"backAtmIvPct":30.1313,"termPremiumPp":-4.2948,"expectedMoveFrontPct":5.06,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.352,"putCallOiFrontRatio":4,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.17252,"dealerDeltaNormalized":-0.17252,"gexPer100kOi":8217512.195122,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":0,"gammaFlipDistancePct":-31.360078,"maxPainDistancePct":-2.152642,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HEI.A.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."}