{"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/HELE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HELE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HELE.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":"HELE","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":26.739999771118164,"previous_close":26.850000381469727,"delta_neutral":22.450778852618566,"gamma_neutral":19.858654069272042,"gamma_max":30.941972380859045,"total_open_interest":19235,"previous_open_interest":19231,"listed_contracts":87,"listed_calls":59,"listed_puts":50,"gamma_max_distance_pct":15.714183417007451,"delta_neutral_distance_pct":-16.040467296983223,"gamma_neutral_distance_pct":-25.734277340116712,"open_interest_change_1d_pct":0.020799750402995164,"call_open_interest":10971,"put_open_interest":8264,"put_call_open_interest_ratio":0.7532585908303709,"nearest_expiration_max_pain":30,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":12.191474408324257,"all_expiration_max_pain":22.5,"net_gamma_exposure":321688.03311695775,"net_gamma_exposure_per_100k_open_interest":1672409.8420429307,"gamma_exposure_flip":19.858654069272042,"gamma_exposure_flip_distance_pct":-25.734277340116712,"call_wall":30,"call_wall_distance_pct":12.191474408324257,"put_wall":17.5,"put_wall_distance_pct":-34.55497326181085,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1602},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"HELE","price":26.74,"totalOi":19235,"analysisCoverage":0.8333,"avgIvPct":106.7,"ivRank":47.1,"iv52wHighPct":118.7,"iv52wLowPct":96,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":32.48,"riskReversal30dPp":32.48,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.753,"putCallOiFrontRatio":1.351,"putCallVolumeFrontRatio":2.667,"optionVolume":283,"volumeOiRatio":0.014713,"netDeltaNormalized":0.206448,"dealerDeltaNormalized":-0.204946,"gexPer100kOi":532271.796205,"vannaPer100kOi":863.010138,"charmPer100kOi":263405.250845,"weekendDeltaShiftPer100kOi":790210.553678,"ivSurfaceRangePp":70.2,"gammaFlipDistancePct":0.186986,"maxPainDistancePct":-15.856395,"peakCallDistancePct":-43.904263,"peakPutDistancePct":-15.856395},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HELE.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."}