{"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/SHLD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SHLD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SHLD.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":"SHLD","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":60.22999954223633,"previous_close":60.13999938964844,"delta_neutral":60.97487645739069,"gamma_neutral":75.28749942779541,"gamma_max":69.51873105436007,"total_open_interest":7920,"previous_open_interest":7906,"listed_contracts":195,"listed_calls":124,"listed_puts":78,"gamma_max_distance_pct":15.422101249743521,"delta_neutral_distance_pct":1.2367207717343893,"gamma_neutral_distance_pct":25,"open_interest_change_1d_pct":0.17708069820389577,"call_open_interest":5335,"put_open_interest":2585,"put_call_open_interest_ratio":0.4845360824742268,"nearest_expiration_max_pain":64,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":6.259340007332985,"all_expiration_max_pain":64,"net_gamma_exposure":-174046.46736293825,"net_gamma_exposure_per_100k_open_interest":-2197556.406097705,"gamma_exposure_flip":75.28749942779541,"gamma_exposure_flip_distance_pct":25,"call_wall":65,"call_wall_distance_pct":7.919642194947563,"put_wall":62,"put_wall_distance_pct":2.9387356321038287,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2255},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SHLD","price":60.23,"totalOi":7920,"analysisCoverage":1,"avgIvPct":35.2,"ivRank":20,"iv52wHighPct":62.88,"iv52wLowPct":28.3,"frontDte":14,"frontAtmIvPct":23.4366,"backAtmIvPct":23.3899,"termPremiumPp":0.0467,"expectedMoveFrontPct":4.59,"straddleFrontPct":2.82,"straddle30dPct":2.82,"riskReversalFrontPp":-77.21,"riskReversal30dPp":-77.21,"butterflyFrontPp":6.98,"butterfly30dPp":6.98,"putCallOiRatio":0.485,"putCallOiFrontRatio":1.006,"putCallVolumeFrontRatio":0.312,"optionVolume":197,"volumeOiRatio":0.024874,"netDeltaNormalized":-0.024397,"dealerDeltaNormalized":0.024289,"gexPer100kOi":-1524693.181818,"vannaPer100kOi":4318.181818,"charmPer100kOi":269015.151515,"weekendDeltaShiftPer100kOi":807058.080808,"ivSurfaceRangePp":117.5,"gammaFlipDistancePct":-25.136975,"maxPainDistancePct":6.259339,"peakCallDistancePct":7.919641,"peakPutDistancePct":16.221152},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SHLD.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."}