{"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/SANA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SANA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SANA.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":"SANA","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":2.890000104904175,"previous_close":2.890000104904175,"delta_neutral":1.641663534203753,"gamma_neutral":2.890000104904175,"gamma_max":4.002807303487327,"total_open_interest":42912,"previous_open_interest":41921,"listed_contracts":27,"listed_calls":21,"listed_puts":17,"gamma_max_distance_pct":38.505437999631134,"delta_neutral_distance_pct":-43.19503548051994,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":2.363970325135374,"call_open_interest":37312,"put_open_interest":5600,"put_call_open_interest_ratio":0.15008576329331047,"nearest_expiration_max_pain":2.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-13.494812828635045,"all_expiration_max_pain":2.5,"net_gamma_exposure":898992.3535791945,"net_gamma_exposure_per_100k_open_interest":2094967.2669164673,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":5,"call_wall_distance_pct":73.01037434272992,"put_wall":2.5,"put_wall_distance_pct":-13.494812828635045,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":1076},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SANA","price":2.89,"totalOi":42912,"analysisCoverage":0.7778,"avgIvPct":304.9,"ivRank":67.3,"iv52wHighPct":392.1,"iv52wLowPct":125.36,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-66.92,"riskReversal30dPp":-66.92,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.15,"putCallOiFrontRatio":0.056,"putCallVolumeFrontRatio":0,"optionVolume":205,"volumeOiRatio":0.004777,"netDeltaNormalized":0.365271,"dealerDeltaNormalized":-0.355738,"gexPer100kOi":57532.345265,"vannaPer100kOi":501.025354,"charmPer100kOi":-27353.65399,"weekendDeltaShiftPer100kOi":-82058.631618,"ivSurfaceRangePp":10.8,"gammaFlipDistancePct":null,"maxPainDistancePct":-13.49481,"peakCallDistancePct":73.010381,"peakPutDistancePct":-13.49481},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SANA.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."}