{"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/HLIO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HLIO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HLIO.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":"HLIO","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":71.70999908447266,"previous_close":68.88999938964844,"delta_neutral":54.382604950680324,"gamma_neutral":71.70999908447266,"gamma_max":72.79489709946905,"total_open_interest":123,"previous_open_interest":123,"listed_contracts":23,"listed_calls":19,"listed_puts":6,"gamma_max_distance_pct":1.5128964284582043,"delta_neutral_distance_pct":-24.16314928881965,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0,"call_open_interest":114,"put_open_interest":9,"put_call_open_interest_ratio":0.07894736842105263,"nearest_expiration_max_pain":70,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.3846034113852355,"all_expiration_max_pain":45,"net_gamma_exposure":17428.397480672018,"net_gamma_exposure_per_100k_open_interest":14169428.846074812,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":75,"call_wall_distance_pct":4.587924916372962,"put_wall":80,"put_wall_distance_pct":11.560453244131159,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4670},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"HLIO","price":71.71,"totalOi":123,"analysisCoverage":0.6667,"avgIvPct":54.1,"ivRank":0,"iv52wHighPct":95.06,"iv52wLowPct":54.1,"frontDte":14,"frontAtmIvPct":41.0524,"backAtmIvPct":40.8881,"termPremiumPp":0.1643,"expectedMoveFrontPct":8.04,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.079,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":6,"volumeOiRatio":0.04878,"netDeltaNormalized":0.367398,"dealerDeltaNormalized":-0.367398,"gexPer100kOi":11016804.878049,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":0,"gammaFlipDistancePct":null,"maxPainDistancePct":-37.247246,"peakCallDistancePct":18.53298,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HLIO.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."}