{"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/XHB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/XHB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/XHB.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":"XHB","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":96.69999694824219,"previous_close":96.77999877929688,"delta_neutral":101.00118582044988,"gamma_neutral":100.29796244973298,"gamma_max":109.03578298177177,"total_open_interest":95501,"previous_open_interest":94736,"listed_contracts":662,"listed_calls":358,"listed_puts":323,"gamma_max_distance_pct":12.756759485868658,"delta_neutral_distance_pct":4.447972086813882,"gamma_neutral_distance_pct":3.7207503774964645,"open_interest_change_1d_pct":0.8075071778415809,"call_open_interest":37017,"put_open_interest":58484,"put_call_open_interest_ratio":1.579922738201367,"nearest_expiration_max_pain":98,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":1.3443672107390319,"all_expiration_max_pain":100,"net_gamma_exposure":-2401587.3189015803,"net_gamma_exposure_per_100k_open_interest":-2514724.787071947,"gamma_exposure_flip":100.29796244973298,"gamma_exposure_flip_distance_pct":3.7207503774964645,"call_wall":100,"call_wall_distance_pct":3.4126196027949307,"put_wall":100,"put_wall_distance_pct":3.4126196027949307,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":657},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"XHB","price":96.7,"totalOi":103341,"analysisCoverage":1,"avgIvPct":84.9,"ivRank":100,"iv52wHighPct":84.9,"iv52wLowPct":33.2,"frontDte":7,"frontAtmIvPct":37.9103,"backAtmIvPct":31.7688,"termPremiumPp":6.1415,"expectedMoveFrontPct":5.25,"straddleFrontPct":4.25,"straddle30dPct":6.36,"riskReversalFrontPp":19.14,"riskReversal30dPp":8.91,"butterflyFrontPp":-2.35,"butterfly30dPp":-2.35,"putCallOiRatio":1.348,"putCallOiFrontRatio":0.899,"putCallVolumeFrontRatio":1.759,"optionVolume":4162,"volumeOiRatio":0.040274,"netDeltaNormalized":-0.077265,"dealerDeltaNormalized":0.077221,"gexPer100kOi":-143545.814343,"vannaPer100kOi":3951.964854,"charmPer100kOi":-290611.664296,"weekendDeltaShiftPer100kOi":-871835.960558,"ivSurfaceRangePp":42.2,"gammaFlipDistancePct":null,"maxPainDistancePct":3.412616,"peakCallDistancePct":3.412616,"peakPutDistancePct":1.344364},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/XHB.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."}