{"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/SIFY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SIFY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SIFY.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":"SIFY","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":13.3100004196167,"previous_close":13.100000381469727,"delta_neutral":8.288593367970453,"gamma_neutral":3.939194543383179,"gamma_max":15.006723628644519,"total_open_interest":2217,"previous_open_interest":2183,"listed_contracts":25,"listed_calls":24,"listed_puts":7,"gamma_max_distance_pct":12.747732197867817,"delta_neutral_distance_pct":-37.72657320314985,"gamma_neutral_distance_pct":-70.40424929230304,"open_interest_change_1d_pct":1.5574896930829134,"call_open_interest":1932,"put_open_interest":285,"put_call_open_interest_ratio":0.14751552795031056,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-24.868522278469023,"all_expiration_max_pain":7.5,"net_gamma_exposure":92831.3891964768,"net_gamma_exposure_per_100k_open_interest":4187252.557351231,"gamma_exposure_flip":3.939194543383179,"gamma_exposure_flip_distance_pct":-70.40424929230304,"call_wall":15,"call_wall_distance_pct":12.697216582296466,"put_wall":12.5,"put_wall_distance_pct":-6.085652848086278,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3144},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SIFY","price":13.31,"totalOi":2217,"analysisCoverage":0.8333,"avgIvPct":123.5,"ivRank":52,"iv52wHighPct":144.06,"iv52wLowPct":101.2,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-9.98,"riskReversal30dPp":-9.98,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.148,"putCallOiFrontRatio":0.477,"putCallVolumeFrontRatio":0,"optionVolume":13,"volumeOiRatio":0.005864,"netDeltaNormalized":0.485332,"dealerDeltaNormalized":-0.485332,"gexPer100kOi":678010.82544,"vannaPer100kOi":-2435.723951,"charmPer100kOi":-59404.600812,"weekendDeltaShiftPer100kOi":-178258.908435,"ivSurfaceRangePp":36.2,"gammaFlipDistancePct":null,"maxPainDistancePct":-43.65139,"peakCallDistancePct":12.69722,"peakPutDistancePct":-6.08565},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SIFY.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."}