{"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/SEPN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SEPN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SEPN.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":"SEPN","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":37.709999084472656,"previous_close":38.04999923706055,"delta_neutral":28.626076907426963,"gamma_neutral":23.03492001237169,"gamma_max":37.03699685242493,"total_open_interest":2489,"previous_open_interest":2597,"listed_contracts":74,"listed_calls":48,"listed_puts":38,"gamma_max_distance_pct":-1.7846784629725492,"delta_neutral_distance_pct":-24.088895246847297,"gamma_neutral_distance_pct":-38.915617683330915,"open_interest_change_1d_pct":-4.158644589911437,"call_open_interest":1474,"put_open_interest":1015,"put_call_open_interest_ratio":0.6886024423337856,"nearest_expiration_max_pain":32,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-15.141870122250378,"all_expiration_max_pain":33,"net_gamma_exposure":68741.19677117532,"net_gamma_exposure_per_100k_open_interest":2761799.789922673,"gamma_exposure_flip":23.03492001237169,"gamma_exposure_flip_distance_pct":-38.915617683330915,"call_wall":40,"call_wall_distance_pct":6.072662347187027,"put_wall":30,"put_wall_distance_pct":-20.44550323960973,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3055},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SEPN","price":37.71,"totalOi":2489,"analysisCoverage":0.8333,"avgIvPct":124.9,"ivRank":57.8,"iv52wHighPct":146.7,"iv52wLowPct":95.1,"frontDte":14,"frontAtmIvPct":100.6396,"backAtmIvPct":84.4039,"termPremiumPp":16.2357,"expectedMoveFrontPct":19.71,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":1.45,"riskReversal30dPp":1.45,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.689,"putCallOiFrontRatio":0.266,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.228132,"dealerDeltaNormalized":-0.228132,"gexPer100kOi":966942.948975,"vannaPer100kOi":2209.72278,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":43.6,"gammaFlipDistancePct":-46.618934,"maxPainDistancePct":-12.490056,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SEPN.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."}