{"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/SGOV","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SGOV.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SGOV.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":"SGOV","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":100.44000244140625,"previous_close":100.41000366210938,"delta_neutral":100.0863067476474,"gamma_neutral":100.44000244140625,"gamma_max":100.89832447290617,"total_open_interest":12959,"previous_open_interest":13255,"listed_contracts":136,"listed_calls":81,"listed_puts":71,"gamma_max_distance_pct":0.4563142377134944,"delta_neutral_distance_pct":-0.3521462416980595,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-2.233119577517918,"call_open_interest":8251,"put_open_interest":4708,"put_call_open_interest_ratio":0.5705975033329294,"nearest_expiration_max_pain":100,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-0.43807490114601955,"all_expiration_max_pain":100,"net_gamma_exposure":4655733.531902565,"net_gamma_exposure_per_100k_open_interest":35926641.962362565,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":101,"call_wall_distance_pct":0.5575443498425203,"put_wall":100,"put_wall_distance_pct":-0.43807490114601955,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1880},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SGOV","price":100.44,"totalOi":12959,"analysisCoverage":0.9444,"avgIvPct":13.9,"ivRank":15.1,"iv52wHighPct":53.7,"iv52wLowPct":6.8,"frontDte":14,"frontAtmIvPct":20.5773,"backAtmIvPct":15.6115,"termPremiumPp":4.9658,"expectedMoveFrontPct":4.03,"straddleFrontPct":0.9,"straddle30dPct":0.9,"riskReversalFrontPp":101.57,"riskReversal30dPp":101.57,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.571,"putCallOiFrontRatio":0.439,"putCallVolumeFrontRatio":1.845,"optionVolume":271,"volumeOiRatio":0.020912,"netDeltaNormalized":-0.148148,"dealerDeltaNormalized":0.069953,"gexPer100kOi":36604515.626206,"vannaPer100kOi":2669.959102,"charmPer100kOi":419222.162204,"weekendDeltaShiftPer100kOi":1257674.203256,"ivSurfaceRangePp":54.1,"gammaFlipDistancePct":-0.149343,"maxPainDistancePct":-0.438072,"peakCallDistancePct":-0.438072,"peakPutDistancePct":0.557547},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SGOV.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."}