{"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/SEI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SEI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SEI.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":"SEI","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":74.93000030517578,"previous_close":71.37999725341797,"delta_neutral":54.86839965163765,"gamma_neutral":39.713283616149084,"gamma_max":76.06756563033184,"total_open_interest":71529,"previous_open_interest":71439,"listed_contracts":233,"listed_calls":166,"listed_puts":134,"gamma_max_distance_pct":1.5181707200359953,"delta_neutral_distance_pct":-26.773789632765254,"gamma_neutral_distance_pct":-46.99948824982736,"open_interest_change_1d_pct":0.12598160668542394,"call_open_interest":53083,"put_open_interest":18446,"put_call_open_interest_ratio":0.34749354784017483,"nearest_expiration_max_pain":65,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-13.25236923092588,"all_expiration_max_pain":62.5,"net_gamma_exposure":5129556.423295507,"net_gamma_exposure_per_100k_open_interest":7171296.1502264915,"gamma_exposure_flip":39.713283616149084,"gamma_exposure_flip_distance_pct":-46.99948824982736,"call_wall":70,"call_wall_distance_pct":-6.579474556381715,"put_wall":80,"put_wall_distance_pct":6.766314792706613,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":801},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SEI","price":74.93,"totalOi":71529,"analysisCoverage":1,"avgIvPct":79.3,"ivRank":0,"iv52wHighPct":100.16,"iv52wLowPct":79.3,"frontDte":14,"frontAtmIvPct":71.1779,"backAtmIvPct":78.7125,"termPremiumPp":-7.5346,"expectedMoveFrontPct":13.94,"straddleFrontPct":10.88,"straddle30dPct":10.88,"riskReversalFrontPp":-6.17,"riskReversal30dPp":-6.17,"butterflyFrontPp":6.97,"butterfly30dPp":6.97,"putCallOiRatio":0.347,"putCallOiFrontRatio":0.396,"putCallVolumeFrontRatio":0.866,"optionVolume":1131,"volumeOiRatio":0.015812,"netDeltaNormalized":0.318179,"dealerDeltaNormalized":-0.315257,"gexPer100kOi":5632212.3754,"vannaPer100kOi":854.198996,"charmPer100kOi":-2931631.925513,"weekendDeltaShiftPer100kOi":-8794894.378504,"ivSurfaceRangePp":43.4,"gammaFlipDistancePct":-14.213266,"maxPainDistancePct":-16.588816,"peakCallDistancePct":-6.579474,"peakPutDistancePct":-19.925264},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SEI.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."}