{"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/SIBN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SIBN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SIBN.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":"SIBN","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":18.079999923706055,"previous_close":18.40999984741211,"delta_neutral":14.978134706348342,"gamma_neutral":10.666478564887473,"gamma_max":20.230157870323616,"total_open_interest":1369,"previous_open_interest":1369,"listed_contracts":27,"listed_calls":20,"listed_puts":12,"gamma_max_distance_pct":11.892466569086245,"delta_neutral_distance_pct":-17.15633423919777,"gamma_neutral_distance_pct":-41.003989989503005,"open_interest_change_1d_pct":0,"call_open_interest":1129,"put_open_interest":240,"put_call_open_interest_ratio":0.21257750221434898,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-17.035397879994647,"all_expiration_max_pain":17.5,"net_gamma_exposure":105756.97830916483,"net_gamma_exposure_per_100k_open_interest":7725126.246104078,"gamma_exposure_flip":10.666478564887473,"gamma_exposure_flip_distance_pct":-41.003989989503005,"call_wall":22.5,"call_wall_distance_pct":24.446903180008032,"put_wall":17.5,"put_wall_distance_pct":-3.2079641933270864,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3477},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SIBN","price":18.08,"totalOi":1369,"analysisCoverage":0.9444,"avgIvPct":115.4,"ivRank":70.4,"iv52wHighPct":137.48,"iv52wLowPct":62.9,"frontDte":14,"frontAtmIvPct":85.8832,"backAtmIvPct":61.1359,"termPremiumPp":24.7473,"expectedMoveFrontPct":16.82,"straddleFrontPct":22.4,"straddle30dPct":22.4,"riskReversalFrontPp":1.34,"riskReversal30dPp":1.34,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.213,"putCallOiFrontRatio":0.023,"putCallVolumeFrontRatio":0,"optionVolume":3,"volumeOiRatio":0.002191,"netDeltaNormalized":0.202257,"dealerDeltaNormalized":-0.202264,"gexPer100kOi":1522884.58729,"vannaPer100kOi":3214.024836,"charmPer100kOi":-1842147.552958,"weekendDeltaShiftPer100kOi":-5526442.658875,"ivSurfaceRangePp":83.2,"gammaFlipDistancePct":-30.254425,"maxPainDistancePct":-3.207965,"peakCallDistancePct":38.274336,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SIBN.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."}