{"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/HERO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HERO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HERO.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":"HERO","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":27.34000015258789,"previous_close":27.100000381469727,"delta_neutral":25.070599623092253,"gamma_neutral":15.244901093664716,"gamma_max":27.118612252802272,"total_open_interest":85,"previous_open_interest":85,"listed_contracts":20,"listed_calls":10,"listed_puts":12,"gamma_max_distance_pct":-0.8097582243965818,"delta_neutral_distance_pct":-8.300660266385645,"gamma_neutral_distance_pct":-44.23957202420975,"open_interest_change_1d_pct":0,"call_open_interest":65,"put_open_interest":20,"put_call_open_interest_ratio":0.3076923076923077,"nearest_expiration_max_pain":28,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.414044783206179,"all_expiration_max_pain":26,"net_gamma_exposure":10212.694768137035,"net_gamma_exposure_per_100k_open_interest":12014935.021337688,"gamma_exposure_flip":15.244901093664716,"gamma_exposure_flip_distance_pct":-44.23957202420975,"call_wall":32,"call_wall_distance_pct":17.04462260937849,"put_wall":28,"put_wall_distance_pct":2.414044783206179,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4808},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"HERO","price":27.34,"totalOi":85,"analysisCoverage":0.6667,"avgIvPct":32.3,"ivRank":45.9,"iv52wHighPct":39.6,"iv52wLowPct":26.1,"frontDte":14,"frontAtmIvPct":35.7421,"backAtmIvPct":27.6476,"termPremiumPp":8.0945,"expectedMoveFrontPct":7,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.308,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.250941,"dealerDeltaNormalized":-0.251059,"gexPer100kOi":3801694.117647,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":40.9,"gammaFlipDistancePct":null,"maxPainDistancePct":-4.901244,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HERO.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."}