{"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/SCHE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SCHE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SCHE.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":"SCHE","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":36.560001373291016,"previous_close":36.27000045776367,"delta_neutral":33.9552866892687,"gamma_neutral":28.35875157934326,"gamma_max":37.93959239862223,"total_open_interest":210,"previous_open_interest":210,"listed_contracts":29,"listed_calls":18,"listed_puts":12,"gamma_max_distance_pct":3.773498286406189,"delta_neutral_distance_pct":-7.124492850608019,"gamma_neutral_distance_pct":-22.432301657240078,"open_interest_change_1d_pct":0,"call_open_interest":175,"put_open_interest":35,"put_call_open_interest_ratio":0.2,"nearest_expiration_max_pain":36,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.5317323639383826,"all_expiration_max_pain":35,"net_gamma_exposure":47056.98389541431,"net_gamma_exposure_per_100k_open_interest":22408087.56924491,"gamma_exposure_flip":28.35875157934326,"gamma_exposure_flip_distance_pct":-22.432301657240078,"call_wall":38,"call_wall_distance_pct":3.9387269491761514,"put_wall":35,"put_wall_distance_pct":-4.266962020495649,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4469},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SCHE","price":36.56,"totalOi":210,"analysisCoverage":0.7778,"avgIvPct":37.2,"ivRank":11.1,"iv52wHighPct":80.5,"iv52wLowPct":31.8,"frontDte":14,"frontAtmIvPct":28.4916,"backAtmIvPct":20.879,"termPremiumPp":7.6126,"expectedMoveFrontPct":5.58,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.2,"putCallOiFrontRatio":0.191,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.004762,"netDeltaNormalized":0.197512,"dealerDeltaNormalized":-0.19281,"gexPer100kOi":9291638.095238,"vannaPer100kOi":952.380952,"charmPer100kOi":-985238.095238,"weekendDeltaShiftPer100kOi":-2956190.47619,"ivSurfaceRangePp":44.1,"gammaFlipDistancePct":-3.501094,"maxPainDistancePct":-4.266958,"peakCallDistancePct":-1.531729,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SCHE.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."}