{"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/SAFE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SAFE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SAFE.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":"SAFE","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":12.0600004196167,"previous_close":11.789999961853027,"delta_neutral":14.77330311803641,"gamma_neutral":15.075000524520874,"gamma_max":26.382570120840384,"total_open_interest":1344,"previous_open_interest":1304,"listed_contracts":26,"listed_calls":15,"listed_puts":11,"gamma_max_distance_pct":118.76093866403777,"delta_neutral_distance_pct":22.498363217353408,"gamma_neutral_distance_pct":25,"open_interest_change_1d_pct":3.067484662576687,"call_open_interest":454,"put_open_interest":890,"put_call_open_interest_ratio":1.960352422907489,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":24.378105125113606,"all_expiration_max_pain":15,"net_gamma_exposure":-89357.51783234495,"net_gamma_exposure_per_100k_open_interest":-6648624.838716143,"gamma_exposure_flip":15.075000524520874,"gamma_exposure_flip_distance_pct":25,"call_wall":12.5,"call_wall_distance_pct":3.648420937594671,"put_wall":12.5,"put_wall_distance_pct":3.648420937594671,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3490},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SAFE","price":12.06,"totalOi":1344,"analysisCoverage":0.9444,"avgIvPct":85.1,"ivRank":0,"iv52wHighPct":227,"iv52wLowPct":85.1,"frontDte":14,"frontAtmIvPct":37.8356,"backAtmIvPct":40.9665,"termPremiumPp":-3.1309,"expectedMoveFrontPct":7.41,"straddleFrontPct":15.55,"straddle30dPct":15.55,"riskReversalFrontPp":-120.64,"riskReversal30dPp":-120.64,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.96,"putCallOiFrontRatio":1.29,"putCallVolumeFrontRatio":0,"optionVolume":51,"volumeOiRatio":0.037946,"netDeltaNormalized":-0.31253,"dealerDeltaNormalized":0.312537,"gexPer100kOi":-1127776.785714,"vannaPer100kOi":-2232.142857,"charmPer100kOi":-20535.714286,"weekendDeltaShiftPer100kOi":-61681.547619,"ivSurfaceRangePp":168.9,"gammaFlipDistancePct":null,"maxPainDistancePct":24.378109,"peakCallDistancePct":3.648425,"peakPutDistancePct":3.648425},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SAFE.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."}