{"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/SHEN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SHEN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SHEN.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":"SHEN","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":10.859999656677246,"previous_close":11.149999618530273,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":252,"previous_open_interest":252,"listed_contracts":14,"listed_calls":13,"listed_puts":10,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":192,"put_open_interest":60,"put_call_open_interest_ratio":0.3125,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-7.918965781444361,"all_expiration_max_pain":12.5,"net_gamma_exposure":3393.9732250551406,"net_gamma_exposure_per_100k_open_interest":1346814.771847278,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":15,"call_wall_distance_pct":38.12155132783346,"put_wall":10,"put_wall_distance_pct":-7.918965781444361,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4398},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SHEN","price":10.86,"totalOi":252,"analysisCoverage":0.6667,"avgIvPct":213.6,"ivRank":100,"iv52wHighPct":213.6,"iv52wLowPct":84.49,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.312,"putCallOiFrontRatio":0.136,"putCallVolumeFrontRatio":0,"optionVolume":10,"volumeOiRatio":0.039683,"netDeltaNormalized":0.202329,"dealerDeltaNormalized":-0.199921,"gexPer100kOi":187238.095238,"vannaPer100kOi":396.825397,"charmPer100kOi":-11532539.68254,"weekendDeltaShiftPer100kOi":-34598015.873016,"ivSurfaceRangePp":0,"gammaFlipDistancePct":28.913444,"maxPainDistancePct":15.101289,"peakCallDistancePct":15.101289,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SHEN.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."}