{"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/SCHA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SCHA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SCHA.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":"SCHA","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":33.04999923706055,"previous_close":32.77000045776367,"delta_neutral":29.027322212213132,"gamma_neutral":33.04999923706055,"gamma_max":34.7182061477962,"total_open_interest":1505,"previous_open_interest":1506,"listed_contracts":48,"listed_calls":34,"listed_puts":15,"gamma_max_distance_pct":5.047524808608816,"delta_neutral_distance_pct":-12.171489009708038,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-0.06640106241699867,"call_open_interest":1400,"put_open_interest":105,"put_call_open_interest_ratio":0.075,"nearest_expiration_max_pain":31,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-6.202720981493351,"all_expiration_max_pain":31,"net_gamma_exposure":326883.95020634576,"net_gamma_exposure_per_100k_open_interest":21719863.801086098,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":38,"call_wall_distance_pct":14.977309764621054,"put_wall":34,"put_wall_distance_pct":2.87443505255568,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3418},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SCHA","price":33.05,"totalOi":1505,"analysisCoverage":0.8333,"avgIvPct":31.7,"ivRank":24.9,"iv52wHighPct":65.22,"iv52wLowPct":20.6,"frontDte":14,"frontAtmIvPct":21.4963,"backAtmIvPct":17.3036,"termPremiumPp":4.1927,"expectedMoveFrontPct":4.21,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.075,"putCallOiFrontRatio":0.16,"putCallVolumeFrontRatio":0,"optionVolume":2,"volumeOiRatio":0.001329,"netDeltaNormalized":0.235123,"dealerDeltaNormalized":-0.235123,"gexPer100kOi":7331595.348837,"vannaPer100kOi":4518.272425,"charmPer100kOi":-1635149.501661,"weekendDeltaShiftPer100kOi":-4905448.504983,"ivSurfaceRangePp":128.5,"gammaFlipDistancePct":-7.624811,"maxPainDistancePct":-6.202723,"peakCallDistancePct":5.900151,"peakPutDistancePct":-0.151286},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SCHA.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."}