{"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/SAFT","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SAFT.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SAFT.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":"SAFT","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":103.91999816894531,"previous_close":103.80999755859375,"delta_neutral":99.69610725158307,"gamma_neutral":78.45959861755371,"gamma_max":106.7663815541943,"total_open_interest":384,"previous_open_interest":382,"listed_contracts":24,"listed_calls":8,"listed_puts":16,"gamma_max_distance_pct":2.739014083335094,"delta_neutral_distance_pct":-4.0645602307414945,"gamma_neutral_distance_pct":-24.500000000000004,"open_interest_change_1d_pct":0.5235602094240838,"call_open_interest":219,"put_open_interest":165,"put_call_open_interest_ratio":0.7534246575342466,"nearest_expiration_max_pain":105,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.039262750273438,"all_expiration_max_pain":100,"net_gamma_exposure":22527.357898216036,"net_gamma_exposure_per_100k_open_interest":5866499.4526604265,"gamma_exposure_flip":78.45959861755371,"gamma_exposure_flip_distance_pct":-24.500000000000004,"call_wall":105,"call_wall_distance_pct":1.039262750273438,"put_wall":105,"put_wall_distance_pct":1.039262750273438,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4196},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SAFT","price":103.92,"totalOi":384,"analysisCoverage":0.8333,"avgIvPct":39.1,"ivRank":4.9,"iv52wHighPct":104.84,"iv52wLowPct":35.7,"frontDte":14,"frontAtmIvPct":24.8663,"backAtmIvPct":20.9063,"termPremiumPp":3.96,"expectedMoveFrontPct":4.87,"straddleFrontPct":4.74,"straddle30dPct":4.74,"riskReversalFrontPp":-0.47,"riskReversal30dPp":-0.47,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.753,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.002604,"netDeltaNormalized":-0.011612,"dealerDeltaNormalized":0.007318,"gexPer100kOi":-9024742.1875,"vannaPer100kOi":1041.666667,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":22.1,"gammaFlipDistancePct":null,"maxPainDistancePct":-3.772132,"peakCallDistancePct":null,"peakPutDistancePct":-3.772132},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SAFT.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."}