{"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/SFY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SFY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SFY.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":"SFY","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":155.1300048828125,"previous_close":154.0500030517578,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":36,"previous_open_interest":31,"listed_contracts":17,"listed_calls":16,"listed_puts":1,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":16.129032258064516,"call_open_interest":35,"put_open_interest":1,"put_call_open_interest_ratio":0.02857142857142857,"nearest_expiration_max_pain":145,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-6.530010032852675,"all_expiration_max_pain":138,"net_gamma_exposure":18868.104051838993,"net_gamma_exposure_per_100k_open_interest":52411400.14399721,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":153,"call_wall_distance_pct":-1.3730450691479945,"put_wall":145,"put_wall_distance_pct":-6.530010032852675,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":5061},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6111,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SFY","price":155.13,"totalOi":36,"analysisCoverage":0.6111,"avgIvPct":17.8,"ivRank":2.8,"iv52wHighPct":74.09,"iv52wLowPct":16.19,"frontDte":14,"frontAtmIvPct":13.6331,"backAtmIvPct":14.7927,"termPremiumPp":-1.1596,"expectedMoveFrontPct":2.67,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.029,"putCallOiFrontRatio":0.111,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.027778,"netDeltaNormalized":0.509722,"dealerDeltaNormalized":-0.509722,"gexPer100kOi":80804861.111111,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":null,"gammaFlipDistancePct":null,"maxPainDistancePct":-11.042352,"peakCallDistancePct":3.139303,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SFY.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."}