{"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/HRZN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HRZN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HRZN.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":"HRZN","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":4.619999885559082,"previous_close":4.619999885559082,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":6008,"previous_open_interest":6007,"listed_contracts":15,"listed_calls":11,"listed_puts":11,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0.0166472448809722,"call_open_interest":4431,"put_open_interest":1577,"put_call_open_interest_ratio":0.3559016023471,"nearest_expiration_max_pain":5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":8.225110905926632,"all_expiration_max_pain":5,"net_gamma_exposure":1039546.9086614618,"net_gamma_exposure_per_100k_open_interest":17302711.528985716,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":5,"call_wall_distance_pct":8.225110905926632,"put_wall":5,"put_wall_distance_pct":8.225110905926632,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2457},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"HRZN","price":4.62,"totalOi":6008,"analysisCoverage":0.8333,"avgIvPct":157.9,"ivRank":37,"iv52wHighPct":233.4,"iv52wLowPct":113.6,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-10.61,"riskReversal30dPp":-10.61,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.356,"putCallOiFrontRatio":0.204,"putCallVolumeFrontRatio":0,"optionVolume":25,"volumeOiRatio":0.004161,"netDeltaNormalized":-0.024516,"dealerDeltaNormalized":0.024496,"gexPer100kOi":843913.61518,"vannaPer100kOi":2396.804261,"charmPer100kOi":-34520.639148,"weekendDeltaShiftPer100kOi":-103561.917443,"ivSurfaceRangePp":5.3,"gammaFlipDistancePct":-45.887446,"maxPainDistancePct":8.225108,"peakCallDistancePct":-45.887446,"peakPutDistancePct":8.225108},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HRZN.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."}