{"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/SIG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SIG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SIG.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":"SIG","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":100.58000183105469,"previous_close":104.25,"delta_neutral":99.1744607325916,"gamma_neutral":103.13240032968477,"gamma_max":114.86702887845776,"total_open_interest":14018,"previous_open_interest":15453,"listed_contracts":323,"listed_calls":173,"listed_puts":175,"gamma_max_distance_pct":14.20463987602739,"delta_neutral_distance_pct":-1.3974359443977662,"gamma_neutral_distance_pct":2.537679908693355,"open_interest_change_1d_pct":-9.286222739921051,"call_open_interest":6407,"put_open_interest":7611,"put_call_open_interest_ratio":1.1879194630872483,"nearest_expiration_max_pain":102,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":1.4118096471408885,"all_expiration_max_pain":100,"net_gamma_exposure":-302732.6348474876,"net_gamma_exposure_per_100k_open_interest":-2159599.3354792953,"gamma_exposure_flip":103.13240032968477,"gamma_exposure_flip_distance_pct":2.537679908693355,"call_wall":110,"call_wall_distance_pct":9.365677070446056,"put_wall":102,"put_wall_distance_pct":1.4118096471408885,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1828},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SIG","price":100.58,"totalOi":15466,"analysisCoverage":1,"avgIvPct":241.8,"ivRank":95.2,"iv52wHighPct":250.5,"iv52wLowPct":70.94,"frontDte":7,"frontAtmIvPct":47.6586,"backAtmIvPct":40.2569,"termPremiumPp":7.4017,"expectedMoveFrontPct":6.6,"straddleFrontPct":5.24,"straddle30dPct":6.09,"riskReversalFrontPp":-4.52,"riskReversal30dPp":-4.52,"butterflyFrontPp":6.75,"butterfly30dPp":6.75,"putCallOiRatio":1.121,"putCallOiFrontRatio":2.763,"putCallVolumeFrontRatio":5.611,"optionVolume":469,"volumeOiRatio":0.030325,"netDeltaNormalized":0.058828,"dealerDeltaNormalized":-0.058718,"gexPer100kOi":-1740403.401009,"vannaPer100kOi":2431.139273,"charmPer100kOi":1903388.077072,"weekendDeltaShiftPer100kOi":5710170.697013,"ivSurfaceRangePp":74.3,"gammaFlipDistancePct":null,"maxPainDistancePct":-0.576655,"peakCallDistancePct":19.308014,"peakPutDistancePct":-10.51899},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SIG.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."}