{"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/SIGA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SIGA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SIGA.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":"SIGA","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":3.380000114440918,"previous_close":3.3499999046325684,"delta_neutral":2.228251520759006,"gamma_neutral":3.380000114440918,"gamma_max":3.201396516348159,"total_open_interest":4681,"previous_open_interest":4679,"listed_contracts":32,"listed_calls":24,"listed_puts":15,"gamma_max_distance_pct":-5.284129942176105,"delta_neutral_distance_pct":-34.075401026204446,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.04274417610600555,"call_open_interest":3836,"put_open_interest":845,"put_call_open_interest_ratio":0.220281543274244,"nearest_expiration_max_pain":3,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-11.24260655546674,"all_expiration_max_pain":3.8,"net_gamma_exposure":198432.77232876673,"net_gamma_exposure_per_100k_open_interest":4239110.709864703,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":4,"call_wall_distance_pct":18.34319125937768,"put_wall":4,"put_wall_distance_pct":18.34319125937768,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2620},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SIGA","price":3.38,"totalOi":4681,"analysisCoverage":0.7778,"avgIvPct":220.9,"ivRank":18.1,"iv52wHighPct":561.8,"iv52wLowPct":145.67,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-50.76,"riskReversal30dPp":-50.76,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.22,"putCallOiFrontRatio":1.091,"putCallVolumeFrontRatio":0,"optionVolume":82,"volumeOiRatio":0.017518,"netDeltaNormalized":0.223974,"dealerDeltaNormalized":-0.222397,"gexPer100kOi":140721.213416,"vannaPer100kOi":2285.83636,"charmPer100kOi":-309506.515702,"weekendDeltaShiftPer100kOi":-928519.547105,"ivSurfaceRangePp":66.6,"gammaFlipDistancePct":null,"maxPainDistancePct":12.426034,"peakCallDistancePct":12.426034,"peakPutDistancePct":-11.242604},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SIGA.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."}