{"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/SFIX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SFIX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SFIX.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":"SFIX","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":2.609999895095825,"previous_close":2.5999999046325684,"delta_neutral":2.388703788223925,"gamma_neutral":1.994544351681876,"gamma_max":2.493918813578069,"total_open_interest":28053,"previous_open_interest":28015,"listed_contracts":44,"listed_calls":33,"listed_puts":27,"gamma_max_distance_pct":-4.4475511947671595,"delta_neutral_distance_pct":-8.478778381857964,"gamma_neutral_distance_pct":-23.58067310923601,"open_interest_change_1d_pct":0.13564162056041407,"call_open_interest":18916,"put_open_interest":9137,"put_call_open_interest_ratio":0.4830302389511525,"nearest_expiration_max_pain":2.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-4.214555537052487,"all_expiration_max_pain":2.5,"net_gamma_exposure":715478.6381116863,"net_gamma_exposure_per_100k_open_interest":2550453.206828811,"gamma_exposure_flip":1.994544351681876,"gamma_exposure_flip_distance_pct":-23.58067310923601,"call_wall":2.5,"call_wall_distance_pct":-4.214555537052487,"put_wall":2.5,"put_wall_distance_pct":-4.214555537052487,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1334},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SFIX","price":2.61,"totalOi":28053,"analysisCoverage":0.9444,"avgIvPct":178.4,"ivRank":100,"iv52wHighPct":178.4,"iv52wLowPct":100.4,"frontDte":14,"frontAtmIvPct":67.5016,"backAtmIvPct":66.6491,"termPremiumPp":0.8525,"expectedMoveFrontPct":13.22,"straddleFrontPct":10.54,"straddle30dPct":10.54,"riskReversalFrontPp":-138.03,"riskReversal30dPp":-138.03,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.483,"putCallOiFrontRatio":0.198,"putCallVolumeFrontRatio":0.6,"optionVolume":936,"volumeOiRatio":0.033365,"netDeltaNormalized":0.107824,"dealerDeltaNormalized":-0.107627,"gexPer100kOi":58185.399066,"vannaPer100kOi":5571.596621,"charmPer100kOi":-79061.062988,"weekendDeltaShiftPer100kOi":-237183.188964,"ivSurfaceRangePp":225.7,"gammaFlipDistancePct":-20.689655,"maxPainDistancePct":-4.214559,"peakCallDistancePct":34.099617,"peakPutDistancePct":-4.214559},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SFIX.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."}