{"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/KSA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/KSA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/KSA.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":"KSA","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":36.220001220703125,"previous_close":36.11000061035156,"delta_neutral":36.14897301165489,"gamma_neutral":37.3978863690467,"gamma_max":40.15970210465541,"total_open_interest":675,"previous_open_interest":674,"listed_contracts":27,"listed_calls":16,"listed_puts":11,"gamma_max_distance_pct":10.877141775744546,"delta_neutral_distance_pct":-0.19610217187855122,"gamma_neutral_distance_pct":3.2520295655603277,"open_interest_change_1d_pct":0.1483679525222552,"call_open_interest":324,"put_open_interest":351,"put_call_open_interest_ratio":1.0833333333333333,"nearest_expiration_max_pain":35,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.3683080607014997,"all_expiration_max_pain":35,"net_gamma_exposure":-103275.56133977966,"net_gamma_exposure_per_100k_open_interest":-15300083.161448838,"gamma_exposure_flip":37.3978863690467,"gamma_exposure_flip_distance_pct":3.2520295655603277,"call_wall":38,"call_wall_distance_pct":4.914408391238371,"put_wall":35,"put_wall_distance_pct":-3.3683080607014997,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3890},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"KSA","price":36.22,"totalOi":675,"analysisCoverage":0.8889,"avgIvPct":33.7,"ivRank":10.3,"iv52wHighPct":105.48,"iv52wLowPct":25.5,"frontDte":14,"frontAtmIvPct":20.1177,"backAtmIvPct":26.7797,"termPremiumPp":-6.662,"expectedMoveFrontPct":3.94,"straddleFrontPct":4.21,"straddle30dPct":4.21,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.083,"putCallOiFrontRatio":5.169,"putCallVolumeFrontRatio":0,"optionVolume":47,"volumeOiRatio":0.06963,"netDeltaNormalized":0.01283,"dealerDeltaNormalized":-0.012815,"gexPer100kOi":-6075871.111111,"vannaPer100kOi":2222.222222,"charmPer100kOi":536000,"weekendDeltaShiftPer100kOi":1608000,"ivSurfaceRangePp":36.5,"gammaFlipDistancePct":null,"maxPainDistancePct":-3.368305,"peakCallDistancePct":null,"peakPutDistancePct":-3.368305},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/KSA.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."}