{"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/SHV","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SHV.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SHV.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":"SHV","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":110.08000183105469,"previous_close":110.05000305175781,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":68,"previous_open_interest":79,"listed_contracts":11,"listed_calls":5,"listed_puts":6,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":-13.924050632911392,"call_open_interest":13,"put_open_interest":55,"put_call_open_interest_ratio":4.230769230769231,"nearest_expiration_max_pain":111,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.8357541366662401,"all_expiration_max_pain":111,"net_gamma_exposure":-252719.75012012842,"net_gamma_exposure_per_100k_open_interest":-371646691.35313004,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":111,"call_wall_distance_pct":0.8357541366662401,"put_wall":110,"put_wall_distance_pct":-0.07267608078120341,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4883},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SHV","price":110.08,"totalOi":68,"analysisCoverage":0.6667,"avgIvPct":7.8,"ivRank":2.4,"iv52wHighPct":97.1,"iv52wLowPct":5.64,"frontDte":14,"frontAtmIvPct":15.7776,"backAtmIvPct":2.0743,"termPremiumPp":13.7033,"expectedMoveFrontPct":3.09,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":4.231,"putCallOiFrontRatio":5,"putCallVolumeFrontRatio":24,"optionVolume":26,"volumeOiRatio":0.382353,"netDeltaNormalized":-0.124706,"dealerDeltaNormalized":0.124706,"gexPer100kOi":-140050500,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":0,"gammaFlipDistancePct":null,"maxPainDistancePct":0.835756,"peakCallDistancePct":-0.072674,"peakPutDistancePct":0.835756},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SHV.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."}