{"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/SDS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SDS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SDS.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":"SDS","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":53.59000015258789,"previous_close":54.31999969482422,"delta_neutral":50.37534298635801,"gamma_neutral":53.59000015258789,"gamma_max":53.88793144890473,"total_open_interest":7812,"previous_open_interest":7743,"listed_contracts":212,"listed_calls":129,"listed_puts":89,"gamma_max_distance_pct":0.5559456903686021,"delta_neutral_distance_pct":-5.9986138404118785,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.8911274699728787,"call_open_interest":5474,"put_open_interest":2338,"put_call_open_interest_ratio":0.42710997442455245,"nearest_expiration_max_pain":53,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.1009519516849622,"all_expiration_max_pain":55,"net_gamma_exposure":965940.460549216,"net_gamma_exposure_per_100k_open_interest":12364829.244101588,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":53,"call_wall_distance_pct":-1.1009519516849622,"put_wall":55,"put_wall_distance_pct":2.631087597308058,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2266},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SDS","price":53.59,"totalOi":7812,"analysisCoverage":1,"avgIvPct":43.7,"ivRank":10,"iv52wHighPct":75.05,"iv52wLowPct":40.2,"frontDte":14,"frontAtmIvPct":30.534,"backAtmIvPct":25.3004,"termPremiumPp":5.2336,"expectedMoveFrontPct":5.98,"straddleFrontPct":3.69,"straddle30dPct":3.69,"riskReversalFrontPp":-3.03,"riskReversal30dPp":-3.03,"butterflyFrontPp":2.24,"butterfly30dPp":2.24,"putCallOiRatio":0.427,"putCallOiFrontRatio":0.114,"putCallVolumeFrontRatio":0.059,"optionVolume":85,"volumeOiRatio":0.010881,"netDeltaNormalized":0.12729,"dealerDeltaNormalized":-0.126312,"gexPer100kOi":7322257.680492,"vannaPer100kOi":3481.822837,"charmPer100kOi":-1010791.09063,"weekendDeltaShiftPer100kOi":-3032373.271889,"ivSurfaceRangePp":88.2,"gammaFlipDistancePct":-3.974622,"maxPainDistancePct":2.631088,"peakCallDistancePct":39.951483,"peakPutDistancePct":0.765068},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SDS.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."}