{"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/SCHB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SCHB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SCHB.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":"SCHB","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":29.610000610351562,"previous_close":29.389999389648438,"delta_neutral":26.162264404596982,"gamma_neutral":16.595209121675552,"gamma_max":29.984877140836698,"total_open_interest":2895,"previous_open_interest":2827,"listed_contracts":59,"listed_calls":42,"listed_puts":25,"gamma_max_distance_pct":1.2660470204586207,"delta_neutral_distance_pct":-11.64382348762689,"gamma_neutral_distance_pct":-43.954039920303416,"open_interest_change_1d_pct":2.4053767244428723,"call_open_interest":2237,"put_open_interest":658,"put_call_open_interest_ratio":0.2941439427805096,"nearest_expiration_max_pain":26,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-12.191828895435814,"all_expiration_max_pain":26,"net_gamma_exposure":1294111.5230533178,"net_gamma_exposure_per_100k_open_interest":44701607.01393153,"gamma_exposure_flip":16.595209121675552,"gamma_exposure_flip_distance_pct":-43.954039920303416,"call_wall":30,"call_wall_distance_pct":1.317120505266369,"put_wall":29,"put_wall_distance_pct":-2.0601168449091762,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2946},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SCHB","price":29.61,"totalOi":2895,"analysisCoverage":0.8889,"avgIvPct":51.1,"ivRank":62.1,"iv52wHighPct":63.82,"iv52wLowPct":30.3,"frontDte":14,"frontAtmIvPct":17.6158,"backAtmIvPct":15.5023,"termPremiumPp":2.1135,"expectedMoveFrontPct":3.45,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":207.79,"riskReversal30dPp":207.79,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.294,"putCallOiFrontRatio":0.426,"putCallVolumeFrontRatio":0.333,"optionVolume":16,"volumeOiRatio":0.005527,"netDeltaNormalized":0.291093,"dealerDeltaNormalized":-0.273299,"gexPer100kOi":14191198.618307,"vannaPer100kOi":2279.792746,"charmPer100kOi":711468.048359,"weekendDeltaShiftPer100kOi":2134404.145078,"ivSurfaceRangePp":206.1,"gammaFlipDistancePct":-12.495778,"maxPainDistancePct":-12.191827,"peakCallDistancePct":1.317123,"peakPutDistancePct":-5.437352},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SCHB.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."}