{"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/SBSI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SBSI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SBSI.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":"SBSI","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":30.729999542236328,"previous_close":30.489999771118164,"delta_neutral":49.066788969777356,"gamma_neutral":30.729999542236328,"gamma_max":45,"total_open_interest":6660,"previous_open_interest":6660,"listed_contracts":24,"listed_calls":13,"listed_puts":13,"gamma_max_distance_pct":46.43670898253841,"delta_neutral_distance_pct":59.67064660166472,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0,"call_open_interest":136,"put_open_interest":6524,"put_call_open_interest_ratio":47.970588235294116,"nearest_expiration_max_pain":30,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.3755273449743877,"all_expiration_max_pain":30,"net_gamma_exposure":-294657.06129988155,"net_gamma_exposure_per_100k_open_interest":-4424280.199697921,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":35,"call_wall_distance_pct":13.895218097529883,"put_wall":17.5,"put_wall_distance_pct":-43.05239095123506,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2383},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SBSI","price":30.73,"totalOi":6660,"analysisCoverage":0.8889,"avgIvPct":73.6,"ivRank":19.6,"iv52wHighPct":114.28,"iv52wLowPct":63.7,"frontDte":14,"frontAtmIvPct":119.3277,"backAtmIvPct":57.1512,"termPremiumPp":62.1765,"expectedMoveFrontPct":23.37,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":38.42,"riskReversal30dPp":38.42,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":47.971,"putCallOiFrontRatio":0.5,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":-0.116168,"dealerDeltaNormalized":0.116168,"gexPer100kOi":-1363890.840841,"vannaPer100kOi":6186.186186,"charmPer100kOi":116846.846847,"weekendDeltaShiftPer100kOi":350525.525526,"ivSurfaceRangePp":65.7,"gammaFlipDistancePct":null,"maxPainDistancePct":-2.375529,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SBSI.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."}