{"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/SETH","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SETH.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SETH.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":"SETH","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":30.43000030517578,"previous_close":30.075000762939453,"delta_neutral":30.370456512609472,"gamma_neutral":6.461581406834918,"gamma_max":33.692377496215585,"total_open_interest":117,"previous_open_interest":115,"listed_contracts":27,"listed_calls":23,"listed_puts":11,"gamma_max_distance_pct":10.720923951107919,"delta_neutral_distance_pct":-0.19567463677015298,"gamma_neutral_distance_pct":-78.76575306594434,"open_interest_change_1d_pct":1.7391304347826086,"call_open_interest":65,"put_open_interest":52,"put_call_open_interest_ratio":0.8,"nearest_expiration_max_pain":70,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":130.0361462306454,"all_expiration_max_pain":59,"net_gamma_exposure":4462.549001140578,"net_gamma_exposure_per_100k_open_interest":3814144.445419298,"gamma_exposure_flip":6.461581406834918,"gamma_exposure_flip_distance_pct":-78.76575306594434,"call_wall":35,"call_wall_distance_pct":15.018073115322697,"put_wall":30,"put_wall_distance_pct":-1.4130801868662595,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4696},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6111,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SETH","price":30.43,"totalOi":117,"analysisCoverage":0.6111,"avgIvPct":119,"ivRank":14,"iv52wHighPct":139.3,"iv52wLowPct":115.7,"frontDte":14,"frontAtmIvPct":41.6651,"backAtmIvPct":36.5724,"termPremiumPp":5.0927,"expectedMoveFrontPct":8.16,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.8,"putCallOiFrontRatio":1.022,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":-0.285214,"dealerDeltaNormalized":0.285128,"gexPer100kOi":1248264.957265,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":null,"gammaFlipDistancePct":-0.098587,"maxPainDistancePct":93.887611,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SETH.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."}