{"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/SES","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SES.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SES.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":"SES","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":0.8847000002861023,"previous_close":null,"delta_neutral":0.40627867163747355,"gamma_neutral":0.8847000002861023,"gamma_max":0.5,"total_open_interest":50063,"previous_open_interest":null,"listed_contracts":81,"listed_calls":64,"listed_puts":61,"gamma_max_distance_pct":-43.48366679797609,"delta_neutral_distance_pct":-54.077238441721775,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":null,"call_open_interest":42955,"put_open_interest":7108,"put_call_open_interest_ratio":0.16547549761378186,"nearest_expiration_max_pain":1,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":13.032666404047808,"all_expiration_max_pain":1,"net_gamma_exposure":1112161.4384189341,"net_gamma_exposure_per_100k_open_interest":2221523.756904169,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":1,"call_wall_distance_pct":13.032666404047808,"put_wall":1,"put_wall_distance_pct":13.032666404047808,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":990},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SES","price":0.88,"totalOi":50063,"analysisCoverage":0.7778,"avgIvPct":300.6,"ivRank":26.3,"iv52wHighPct":604,"iv52wLowPct":192.53,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":57,"riskReversal30dPp":57,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.165,"putCallOiFrontRatio":0.859,"putCallVolumeFrontRatio":0.062,"optionVolume":2128,"volumeOiRatio":0.042506,"netDeltaNormalized":0.313564,"dealerDeltaNormalized":-0.307984,"gexPer100kOi":22135.109762,"vannaPer100kOi":1428.200467,"charmPer100kOi":-1536.064559,"weekendDeltaShiftPer100kOi":-4610.191159,"ivSurfaceRangePp":86.3,"gammaFlipDistancePct":null,"maxPainDistancePct":13.636364,"peakCallDistancePct":13.636364,"peakPutDistancePct":13.636364},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SES.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."}