{"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/STLD","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/STLD.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/STLD.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":"STLD","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":231.99000549316406,"previous_close":226.1699981689453,"delta_neutral":220.13187837887014,"gamma_neutral":209.9092549736754,"gamma_max":264.5126712092774,"total_open_interest":23055,"previous_open_interest":22881,"listed_contracts":457,"listed_calls":340,"listed_puts":239,"gamma_max_distance_pct":14.018994329939648,"delta_neutral_distance_pct":-5.111481888664096,"gamma_neutral_distance_pct":-9.517974911268027,"open_interest_change_1d_pct":0.7604562737642585,"call_open_interest":14912,"put_open_interest":8143,"put_call_open_interest_ratio":0.5460702789699571,"nearest_expiration_max_pain":230,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-0.8577979421715654,"all_expiration_max_pain":230,"net_gamma_exposure":727113.2076361582,"net_gamma_exposure_per_100k_open_interest":3153820.0287840306,"gamma_exposure_flip":209.9092549736754,"gamma_exposure_flip_distance_pct":-9.517974911268027,"call_wall":250,"call_wall_distance_pct":7.7632631063352555,"put_wall":220,"put_wall_distance_pct":-5.168328466424976,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1470},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"STLD","price":231.99,"totalOi":23055,"analysisCoverage":1,"avgIvPct":47.8,"ivRank":18.8,"iv52wHighPct":65.47,"iv52wLowPct":43.7,"frontDte":14,"frontAtmIvPct":40.1333,"backAtmIvPct":40.2296,"termPremiumPp":-0.0963,"expectedMoveFrontPct":7.86,"straddleFrontPct":5.99,"straddle30dPct":5.99,"riskReversalFrontPp":-0.9,"riskReversal30dPp":-0.9,"butterflyFrontPp":2.26,"butterfly30dPp":2.26,"putCallOiRatio":0.546,"putCallOiFrontRatio":0.36,"putCallVolumeFrontRatio":1.064,"optionVolume":313,"volumeOiRatio":0.013576,"netDeltaNormalized":0.12925,"dealerDeltaNormalized":-0.128308,"gexPer100kOi":8082722.142702,"vannaPer100kOi":3201.040989,"charmPer100kOi":-146432.444155,"weekendDeltaShiftPer100kOi":-439292.995012,"ivSurfaceRangePp":41,"gammaFlipDistancePct":13.302298,"maxPainDistancePct":-0.857796,"peakCallDistancePct":7.763266,"peakPutDistancePct":-0.857796},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/STLD.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."}