{"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/SHOE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SHOE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SHOE.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":"SHOE","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":12.579999923706055,"previous_close":12.6899995803833,"delta_neutral":18.586335368474423,"gamma_neutral":42.658009358331356,"gamma_max":3.650512944137392,"total_open_interest":43344,"previous_open_interest":44285,"listed_contracts":34,"listed_calls":28,"listed_puts":18,"gamma_max_distance_pct":-70.98161394056707,"delta_neutral_distance_pct":47.74511511283784,"gamma_neutral_distance_pct":239.09387612908947,"open_interest_change_1d_pct":-2.124872981822288,"call_open_interest":24140,"put_open_interest":19204,"put_call_open_interest_ratio":0.7955260977630488,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-20.508743556065056,"all_expiration_max_pain":10,"net_gamma_exposure":-2990569.0509953345,"net_gamma_exposure_per_100k_open_interest":-6899614.827877755,"gamma_exposure_flip":42.658009358331356,"gamma_exposure_flip_distance_pct":239.09387612908947,"call_wall":15,"call_wall_distance_pct":19.236884665902412,"put_wall":12.5,"put_wall_distance_pct":-0.6359294450813223,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1067},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SHOE","price":12.58,"totalOi":43344,"analysisCoverage":0.9444,"avgIvPct":120.4,"ivRank":65.7,"iv52wHighPct":141.69,"iv52wLowPct":79.68,"frontDte":14,"frontAtmIvPct":63.5189,"backAtmIvPct":65.0115,"termPremiumPp":-1.4926,"expectedMoveFrontPct":12.44,"straddleFrontPct":9.54,"straddle30dPct":9.54,"riskReversalFrontPp":-73.97,"riskReversal30dPp":-73.97,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.796,"putCallOiFrontRatio":0.797,"putCallVolumeFrontRatio":0.005,"optionVolume":1017,"volumeOiRatio":0.023463,"netDeltaNormalized":-0.525543,"dealerDeltaNormalized":0.285251,"gexPer100kOi":-854318.936877,"vannaPer100kOi":-334.533038,"charmPer100kOi":1661842.469546,"weekendDeltaShiftPer100kOi":4985529.715762,"ivSurfaceRangePp":32.1,"gammaFlipDistancePct":null,"maxPainDistancePct":-20.508744,"peakCallDistancePct":-20.508744,"peakPutDistancePct":-0.63593},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SHOE.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."}