{"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/SENS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SENS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SENS.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":"SENS","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":9.880000114440918,"previous_close":9.960000038146973,"delta_neutral":6.181533443534404,"gamma_neutral":9.880000114440918,"gamma_max":9.349790460437164,"total_open_interest":11167,"previous_open_interest":10938,"listed_contracts":24,"listed_calls":22,"listed_puts":14,"gamma_max_distance_pct":-5.366494411561621,"delta_neutral_distance_pct":-37.43387275371302,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":2.09361857743646,"call_open_interest":9801,"put_open_interest":1366,"put_call_open_interest_ratio":0.13937353331292726,"nearest_expiration_max_pain":7.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-24.08906970519398,"all_expiration_max_pain":7.5,"net_gamma_exposure":947461.088436715,"net_gamma_exposure_per_100k_open_interest":8484472.897257231,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":10,"call_wall_distance_pct":1.2145737264080234,"put_wall":10,"put_wall_distance_pct":1.2145737264080234,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2004},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SENS","price":9.88,"totalOi":11167,"analysisCoverage":0.9444,"avgIvPct":135.2,"ivRank":43.5,"iv52wHighPct":195.9,"iv52wLowPct":88.45,"frontDte":14,"frontAtmIvPct":71.6885,"backAtmIvPct":77.8391,"termPremiumPp":-6.1506,"expectedMoveFrontPct":14.04,"straddleFrontPct":10.88,"straddle30dPct":10.88,"riskReversalFrontPp":67.24,"riskReversal30dPp":67.24,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.139,"putCallOiFrontRatio":0.389,"putCallVolumeFrontRatio":0.049,"optionVolume":141,"volumeOiRatio":0.012626,"netDeltaNormalized":0.450509,"dealerDeltaNormalized":-0.448975,"gexPer100kOi":834018.447211,"vannaPer100kOi":-358.198263,"charmPer100kOi":-1478937.942151,"weekendDeltaShiftPer100kOi":-4436822.78141,"ivSurfaceRangePp":78.8,"gammaFlipDistancePct":-44.939271,"maxPainDistancePct":-24.089069,"peakCallDistancePct":1.214575,"peakPutDistancePct":1.214575},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SENS.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."}