{"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/SHG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SHG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SHG.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":"SHG","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":78.02999877929688,"previous_close":76.5999984741211,"delta_neutral":63.98234602474329,"gamma_neutral":55.04505633818777,"gamma_max":81.52693267645519,"total_open_interest":585,"previous_open_interest":578,"listed_contracts":35,"listed_calls":20,"listed_puts":18,"gamma_max_distance_pct":4.481524992777688,"delta_neutral_distance_pct":-18.002887318102513,"gamma_neutral_distance_pct":-29.456545944747,"open_interest_change_1d_pct":1.2110726643598615,"call_open_interest":496,"put_open_interest":89,"put_call_open_interest_ratio":0.17943548387096775,"nearest_expiration_max_pain":80,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.5246716026167757,"all_expiration_max_pain":70,"net_gamma_exposure":103891.79344582725,"net_gamma_exposure_per_100k_open_interest":17759280.93091064,"gamma_exposure_flip":55.04505633818777,"gamma_exposure_flip_distance_pct":-29.456545944747,"call_wall":80,"call_wall_distance_pct":2.5246716026167757,"put_wall":80,"put_wall_distance_pct":2.5246716026167757,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3975},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SHG","price":78.03,"totalOi":585,"analysisCoverage":0.8333,"avgIvPct":54.9,"ivRank":12.7,"iv52wHighPct":92.58,"iv52wLowPct":49.4,"frontDte":14,"frontAtmIvPct":46.669,"backAtmIvPct":33.4883,"termPremiumPp":13.1807,"expectedMoveFrontPct":9.14,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.179,"putCallOiFrontRatio":0.151,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.321353,"dealerDeltaNormalized":-0.312564,"gexPer100kOi":14001859.82906,"vannaPer100kOi":170.940171,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":34.1,"gammaFlipDistancePct":-3.537101,"maxPainDistancePct":-10.290914,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SHG.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."}