{"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/HSY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HSY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HSY.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":"HSY","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":160.19000244140625,"previous_close":159.3000030517578,"delta_neutral":168.3627958538679,"gamma_neutral":169.3200551152686,"gamma_max":193.58714786394967,"total_open_interest":33744,"previous_open_interest":32784,"listed_contracts":514,"listed_calls":281,"listed_puts":263,"gamma_max_distance_pct":20.84845802706028,"delta_neutral_distance_pct":5.101937254449493,"gamma_neutral_distance_pct":5.699514660536882,"open_interest_change_1d_pct":2.9282576866764276,"call_open_interest":18700,"put_open_interest":15044,"put_call_open_interest_ratio":0.8044919786096256,"nearest_expiration_max_pain":170,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":6.123976158987835,"all_expiration_max_pain":170,"net_gamma_exposure":-1468079.850380836,"net_gamma_exposure_per_100k_open_interest":-4350639.6704031415,"gamma_exposure_flip":169.3200551152686,"gamma_exposure_flip_distance_pct":5.699514660536882,"call_wall":165,"call_wall_distance_pct":3.0026827425470164,"put_wall":165,"put_wall_distance_pct":3.0026827425470164,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1214},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"HSY","price":160.19,"totalOi":34764,"analysisCoverage":1,"avgIvPct":77.5,"ivRank":94.3,"iv52wHighPct":80,"iv52wLowPct":36.3,"frontDte":7,"frontAtmIvPct":25.9956,"backAtmIvPct":29.0396,"termPremiumPp":-3.044,"expectedMoveFrontPct":3.6,"straddleFrontPct":2.39,"straddle30dPct":6.15,"riskReversalFrontPp":-35.33,"riskReversal30dPp":-6.77,"butterflyFrontPp":1.33,"butterfly30dPp":1.33,"putCallOiRatio":0.799,"putCallOiFrontRatio":1.988,"putCallVolumeFrontRatio":1.038,"optionVolume":1135,"volumeOiRatio":0.032649,"netDeltaNormalized":-0.081343,"dealerDeltaNormalized":0.081132,"gexPer100kOi":-9064904.987919,"vannaPer100kOi":2847.773559,"charmPer100kOi":594525.946381,"weekendDeltaShiftPer100kOi":1783580.715683,"ivSurfaceRangePp":122.4,"gammaFlipDistancePct":null,"maxPainDistancePct":6.123978,"peakCallDistancePct":6.123978,"peakPutDistancePct":6.123978},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HSY.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."}