{"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/HXL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/HXL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/HXL.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":"HXL","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":86.41000366210938,"previous_close":86.73999786376953,"delta_neutral":71.9902146987499,"gamma_neutral":58.475994003704685,"gamma_max":85.68054058991335,"total_open_interest":14210,"previous_open_interest":14155,"listed_contracts":103,"listed_calls":70,"listed_puts":43,"gamma_max_distance_pct":-0.8441882204385256,"delta_neutral_distance_pct":-16.687638412498448,"gamma_neutral_distance_pct":-32.32728674290487,"open_interest_change_1d_pct":0.3885552808194984,"call_open_interest":13353,"put_open_interest":857,"put_call_open_interest_ratio":0.06418033400733918,"nearest_expiration_max_pain":80,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-7.4181268261190345,"all_expiration_max_pain":80,"net_gamma_exposure":4361021.430922225,"net_gamma_exposure_per_100k_open_interest":30689805.988193,"gamma_exposure_flip":58.475994003704685,"gamma_exposure_flip_distance_pct":-32.32728674290487,"call_wall":90,"call_wall_distance_pct":4.154607320616087,"put_wall":85,"put_wall_distance_pct":-1.6317597527514733,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":1816},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"HXL","price":86.41,"totalOi":14210,"analysisCoverage":1,"avgIvPct":53.4,"ivRank":25,"iv52wHighPct":83.13,"iv52wLowPct":43.5,"frontDte":14,"frontAtmIvPct":35.3337,"backAtmIvPct":39.056,"termPremiumPp":-3.7223,"expectedMoveFrontPct":6.92,"straddleFrontPct":6.51,"straddle30dPct":6.51,"riskReversalFrontPp":-4.37,"riskReversal30dPp":-4.37,"butterflyFrontPp":-1.62,"butterfly30dPp":-1.62,"putCallOiRatio":0.064,"putCallOiFrontRatio":0.019,"putCallVolumeFrontRatio":0.25,"optionVolume":8,"volumeOiRatio":0.000563,"netDeltaNormalized":0.447677,"dealerDeltaNormalized":-0.447456,"gexPer100kOi":26490136.87544,"vannaPer100kOi":675.580577,"charmPer100kOi":-8048529.204785,"weekendDeltaShiftPer100kOi":-24145580.577058,"ivSurfaceRangePp":30.8,"gammaFlipDistancePct":-41.384099,"maxPainDistancePct":-7.418123,"peakCallDistancePct":-1.631756,"peakPutDistancePct":9.940979},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/HXL.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."}