{"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/SCHG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SCHG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SCHG.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":"SCHG","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":36.34000015258789,"previous_close":36,"delta_neutral":32.60736129166983,"gamma_neutral":26.725638628765935,"gamma_max":36.541834507472025,"total_open_interest":10295,"previous_open_interest":10223,"listed_contracts":96,"listed_calls":64,"listed_puts":50,"gamma_max_distance_pct":0.5554054871674542,"delta_neutral_distance_pct":-10.271433256040437,"gamma_neutral_distance_pct":-26.456690928597272,"open_interest_change_1d_pct":0.7042942384818547,"call_open_interest":7962,"put_open_interest":2333,"put_call_open_interest_ratio":0.29301682994222555,"nearest_expiration_max_pain":33,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-9.19097451448425,"all_expiration_max_pain":33,"net_gamma_exposure":4422610.915602811,"net_gamma_exposure_per_100k_open_interest":42958823.85238281,"gamma_exposure_flip":26.725638628765935,"gamma_exposure_flip_distance_pct":-26.456690928597272,"call_wall":37,"call_wall_distance_pct":1.8161800898206892,"put_wall":36,"put_wall_distance_pct":-0.9356085612555456,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2062},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SCHG","price":36.34,"totalOi":10295,"analysisCoverage":1,"avgIvPct":52.3,"ivRank":64.2,"iv52wHighPct":67.23,"iv52wLowPct":25.5,"frontDte":14,"frontAtmIvPct":15.1138,"backAtmIvPct":15.7207,"termPremiumPp":-0.6069,"expectedMoveFrontPct":2.96,"straddleFrontPct":2.2,"straddle30dPct":2.2,"riskReversalFrontPp":-0.21,"riskReversal30dPp":-0.21,"butterflyFrontPp":-6.27,"butterfly30dPp":-6.27,"putCallOiRatio":0.293,"putCallOiFrontRatio":0.276,"putCallVolumeFrontRatio":0.747,"optionVolume":326,"volumeOiRatio":0.031666,"netDeltaNormalized":0.391011,"dealerDeltaNormalized":-0.388277,"gexPer100kOi":15232270.908208,"vannaPer100kOi":466.24575,"charmPer100kOi":-749082.078679,"weekendDeltaShiftPer100kOi":-2247255.94949,"ivSurfaceRangePp":115.6,"gammaFlipDistancePct":-10.594386,"maxPainDistancePct":-9.190974,"peakCallDistancePct":1.816181,"peakPutDistancePct":-0.935608},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SCHG.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."}