{"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/SH","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SH.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SH.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":"SH","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":32.119998931884766,"previous_close":32.33000183105469,"delta_neutral":33.736874107885164,"gamma_neutral":40.14999866485596,"gamma_max":47.90062715631286,"total_open_interest":46308,"previous_open_interest":46326,"listed_contracts":174,"listed_calls":104,"listed_puts":73,"gamma_max_distance_pct":49.13022649189143,"delta_neutral_distance_pct":5.03385812505543,"gamma_neutral_distance_pct":25,"open_interest_change_1d_pct":-0.03885507058671157,"call_open_interest":19009,"put_open_interest":27299,"put_call_open_interest_ratio":1.4361092114261667,"nearest_expiration_max_pain":32,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-0.3735956907696081,"all_expiration_max_pain":33,"net_gamma_exposure":-1660400.8178289155,"net_gamma_exposure_per_100k_open_interest":-3585559.337110036,"gamma_exposure_flip":40.14999866485596,"gamma_exposure_flip_distance_pct":25,"call_wall":32,"call_wall_distance_pct":-0.3735956907696081,"put_wall":33,"put_wall_distance_pct":2.7397294438938418,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1029},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SH","price":32.12,"totalOi":46308,"analysisCoverage":1,"avgIvPct":39.2,"ivRank":1.5,"iv52wHighPct":64.7,"iv52wLowPct":38.8,"frontDte":14,"frontAtmIvPct":16.5946,"backAtmIvPct":13.9193,"termPremiumPp":2.6753,"expectedMoveFrontPct":3.25,"straddleFrontPct":2.02,"straddle30dPct":2.02,"riskReversalFrontPp":-1.9,"riskReversal30dPp":-1.9,"butterflyFrontPp":6.33,"butterfly30dPp":6.33,"putCallOiRatio":1.436,"putCallOiFrontRatio":0.133,"putCallVolumeFrontRatio":0.125,"optionVolume":110,"volumeOiRatio":0.002375,"netDeltaNormalized":-0.10674,"dealerDeltaNormalized":0.104392,"gexPer100kOi":-620182.927356,"vannaPer100kOi":3848.147188,"charmPer100kOi":-90869.828107,"weekendDeltaShiftPer100kOi":-272609.484322,"ivSurfaceRangePp":50.2,"gammaFlipDistancePct":-0.965131,"maxPainDistancePct":2.739726,"peakCallDistancePct":8.966376,"peakPutDistancePct":2.739726},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SH.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."}