{"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/HIG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HIG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HIG.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":"HIG","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":126.05000305175781,"previous_close":125.73999786376953,"delta_neutral":128.13081421093196,"gamma_neutral":118.44748255752889,"gamma_max":152.05155572344393,"total_open_interest":15538,"previous_open_interest":15499,"listed_contracts":72,"listed_calls":42,"listed_puts":31,"gamma_max_distance_pct":20.62796671334433,"delta_neutral_distance_pct":1.6507823155860912,"gamma_neutral_distance_pct":-6.031352883908483,"open_interest_change_1d_pct":0.2516291373637009,"call_open_interest":12338,"put_open_interest":3200,"put_call_open_interest_ratio":0.259361322742746,"nearest_expiration_max_pain":135,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":7.100354408216238,"all_expiration_max_pain":130,"net_gamma_exposure":449938.05590323015,"net_gamma_exposure_per_100k_open_interest":2895726.9655247144,"gamma_exposure_flip":118.44748255752889,"gamma_exposure_flip_distance_pct":-6.031352883908483,"call_wall":160,"call_wall_distance_pct":26.933753372700725,"put_wall":135,"put_wall_distance_pct":7.100354408216238,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1754},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"HIG","price":126.05,"totalOi":15538,"analysisCoverage":0.9444,"avgIvPct":31,"ivRank":11.9,"iv52wHighPct":59.96,"iv52wLowPct":27.09,"frontDte":14,"frontAtmIvPct":24.7642,"backAtmIvPct":22.5985,"termPremiumPp":2.1657,"expectedMoveFrontPct":4.85,"straddleFrontPct":3.79,"straddle30dPct":3.79,"riskReversalFrontPp":4.43,"riskReversal30dPp":4.43,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.259,"putCallOiFrontRatio":0.432,"putCallVolumeFrontRatio":1.557,"optionVolume":291,"volumeOiRatio":0.018728,"netDeltaNormalized":-0.030317,"dealerDeltaNormalized":0.03005,"gexPer100kOi":4725622.860085,"vannaPer100kOi":2690.178916,"charmPer100kOi":279810.786459,"weekendDeltaShiftPer100kOi":839425.923542,"ivSurfaceRangePp":129.3,"gammaFlipDistancePct":14.94645,"maxPainDistancePct":3.133677,"peakCallDistancePct":-0.833003,"peakPutDistancePct":-0.833003},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HIG.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."}