{"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/SA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SA.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":"SA","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":26.969999313354492,"previous_close":27.25,"delta_neutral":23.307664912668717,"gamma_neutral":26.969999313354492,"gamma_max":33.64622983555668,"total_open_interest":57395,"previous_open_interest":55548,"listed_contracts":209,"listed_calls":130,"listed_puts":96,"gamma_max_distance_pct":24.754285102619118,"delta_neutral_distance_pct":-13.579289929282018,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":3.3250522071001654,"call_open_interest":48216,"put_open_interest":9179,"put_call_open_interest_ratio":0.19037249045959848,"nearest_expiration_max_pain":30,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":11.234708060022715,"all_expiration_max_pain":25,"net_gamma_exposure":2254820.0343298833,"net_gamma_exposure_per_100k_open_interest":3928600.112082731,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":30,"call_wall_distance_pct":11.234708060022715,"put_wall":26,"put_wall_distance_pct":-3.596586347980314,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":911},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SA","price":26.97,"totalOi":57395,"analysisCoverage":1,"avgIvPct":70.4,"ivRank":20.4,"iv52wHighPct":93.06,"iv52wLowPct":64.6,"frontDte":14,"frontAtmIvPct":57.4938,"backAtmIvPct":60.3171,"termPremiumPp":-2.8233,"expectedMoveFrontPct":11.26,"straddleFrontPct":7.79,"straddle30dPct":7.79,"riskReversalFrontPp":-87.19,"riskReversal30dPp":-87.19,"butterflyFrontPp":-0.9,"butterfly30dPp":-0.9,"putCallOiRatio":0.19,"putCallOiFrontRatio":0.381,"putCallVolumeFrontRatio":0.119,"optionVolume":4050,"volumeOiRatio":0.070564,"netDeltaNormalized":0.143595,"dealerDeltaNormalized":-0.143595,"gexPer100kOi":1080298.336092,"vannaPer100kOi":2374.771322,"charmPer100kOi":14166.739263,"weekendDeltaShiftPer100kOi":42498.475477,"ivSurfaceRangePp":71.7,"gammaFlipDistancePct":-29.069336,"maxPainDistancePct":-7.304412,"peakCallDistancePct":29.773823,"peakPutDistancePct":-14.720059},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SA.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."}