{"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/THG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/THG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/THG.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":"THG","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":219.42999267578125,"previous_close":216.94000244140625,"delta_neutral":207.74002308344586,"gamma_neutral":163.22516600755645,"gamma_max":230.53044416004965,"total_open_interest":319,"previous_open_interest":319,"listed_contracts":36,"listed_calls":23,"listed_puts":16,"gamma_max_distance_pct":5.058766738724672,"delta_neutral_distance_pct":-5.327425594735311,"gamma_neutral_distance_pct":-25.614012917217856,"open_interest_change_1d_pct":0,"call_open_interest":208,"put_open_interest":111,"put_call_open_interest_ratio":0.5336538461538461,"nearest_expiration_max_pain":220,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.2597672803375445,"all_expiration_max_pain":210,"net_gamma_exposure":39301.03157440882,"net_gamma_exposure_per_100k_open_interest":12320072.593858564,"gamma_exposure_flip":163.22516600755645,"gamma_exposure_flip_distance_pct":-25.614012917217856,"call_wall":230,"call_wall_distance_pct":4.817029429443796,"put_wall":220,"put_wall_distance_pct":0.2597672803375445,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4281},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"THG","price":219.43,"totalOi":319,"analysisCoverage":0.8333,"avgIvPct":39.7,"ivRank":5.6,"iv52wHighPct":65.13,"iv52wLowPct":38.2,"frontDte":14,"frontAtmIvPct":26.1428,"backAtmIvPct":23.1716,"termPremiumPp":2.9712,"expectedMoveFrontPct":5.12,"straddleFrontPct":3.13,"straddle30dPct":3.13,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.534,"putCallOiFrontRatio":1.091,"putCallVolumeFrontRatio":0,"optionVolume":5,"volumeOiRatio":0.015674,"netDeltaNormalized":0.196803,"dealerDeltaNormalized":-0.196771,"gexPer100kOi":26089175.548589,"vannaPer100kOi":940.438871,"charmPer100kOi":-315673.981191,"weekendDeltaShiftPer100kOi":-947021.943574,"ivSurfaceRangePp":17.5,"gammaFlipDistancePct":-13.430251,"maxPainDistancePct":-4.297498,"peakCallDistancePct":-11.133391,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/THG.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."}