{"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/SIGI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SIGI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SIGI.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":"SIGI","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":85.58999633789062,"previous_close":84.9000015258789,"delta_neutral":75.8445514932895,"gamma_neutral":42.23195859838141,"gamma_max":91.40444227598206,"total_open_interest":105,"previous_open_interest":105,"listed_contracts":22,"listed_calls":16,"listed_puts":7,"gamma_max_distance_pct":6.7933709392126564,"delta_neutral_distance_pct":-11.386196122883607,"gamma_neutral_distance_pct":-50.65783338550588,"open_interest_change_1d_pct":0,"call_open_interest":88,"put_open_interest":17,"put_call_open_interest_ratio":0.19318181818181818,"nearest_expiration_max_pain":90,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":5.152475582192624,"all_expiration_max_pain":85,"net_gamma_exposure":11690.675843285379,"net_gamma_exposure_per_100k_open_interest":11133976.993605122,"gamma_exposure_flip":42.23195859838141,"gamma_exposure_flip_distance_pct":-50.65783338550588,"call_wall":100,"call_wall_distance_pct":16.836083980214024,"put_wall":85,"put_wall_distance_pct":-0.6893286168180779,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4730},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SIGI","price":85.59,"totalOi":105,"analysisCoverage":0.6667,"avgIvPct":41.2,"ivRank":5.1,"iv52wHighPct":119.63,"iv52wLowPct":37,"frontDte":14,"frontAtmIvPct":33.087,"backAtmIvPct":28.3909,"termPremiumPp":4.6961,"expectedMoveFrontPct":6.48,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.193,"putCallOiFrontRatio":1.667,"putCallVolumeFrontRatio":0,"optionVolume":4,"volumeOiRatio":0.038095,"netDeltaNormalized":0.188942,"dealerDeltaNormalized":-0.187143,"gexPer100kOi":9318123.809524,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":15.2,"gammaFlipDistancePct":-22.304007,"maxPainDistancePct":-0.689333,"peakCallDistancePct":null,"peakPutDistancePct":5.152471},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SIGI.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."}