{"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/SAIL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SAIL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SAIL.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":"SAIL","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":20.43000030517578,"previous_close":20.579999923706055,"delta_neutral":18.829120336111327,"gamma_neutral":18.73569695419497,"gamma_max":22.71298648225189,"total_open_interest":29141,"previous_open_interest":27756,"listed_contracts":72,"listed_calls":56,"listed_puts":37,"gamma_max_distance_pct":11.17467519810918,"delta_neutral_distance_pct":-7.835927289041127,"gamma_neutral_distance_pct":-8.293212558355037,"open_interest_change_1d_pct":4.989912091079407,"call_open_interest":17393,"put_open_interest":11748,"put_call_open_interest_ratio":0.6754441441959409,"nearest_expiration_max_pain":20,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.1047493820489276,"all_expiration_max_pain":20,"net_gamma_exposure":1347982.0098029778,"net_gamma_exposure_per_100k_open_interest":4625723.241491294,"gamma_exposure_flip":18.73569695419497,"gamma_exposure_flip_distance_pct":-8.293212558355037,"call_wall":22.5,"call_wall_distance_pct":10.132156945194955,"put_wall":17.5,"put_wall_distance_pct":-14.34165570929281,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1302},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SAIL","price":20.43,"totalOi":29141,"analysisCoverage":0.9444,"avgIvPct":112.9,"ivRank":79,"iv52wHighPct":122.3,"iv52wLowPct":77.6,"frontDte":14,"frontAtmIvPct":68.8291,"backAtmIvPct":67.4951,"termPremiumPp":1.334,"expectedMoveFrontPct":13.48,"straddleFrontPct":10.4,"straddle30dPct":10.4,"riskReversalFrontPp":4.63,"riskReversal30dPp":4.63,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.675,"putCallOiFrontRatio":0.79,"putCallVolumeFrontRatio":0.879,"optionVolume":3550,"volumeOiRatio":0.121821,"netDeltaNormalized":0.162082,"dealerDeltaNormalized":-0.162038,"gexPer100kOi":912679.180536,"vannaPer100kOi":2161.902474,"charmPer100kOi":-707024.467245,"weekendDeltaShiftPer100kOi":-2121076.833328,"ivSurfaceRangePp":47,"gammaFlipDistancePct":3.524229,"maxPainDistancePct":-2.104748,"peakCallDistancePct":10.132159,"peakPutDistancePct":-14.341654},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SAIL.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."}