{"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/SII","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SII.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SII.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":"SII","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":116.30999755859375,"previous_close":115.66999816894531,"delta_neutral":114.51276401729956,"gamma_neutral":92.59897975154121,"gamma_max":143.33099721186863,"total_open_interest":5169,"previous_open_interest":5149,"listed_contracts":198,"listed_calls":121,"listed_puts":85,"gamma_max_distance_pct":23.231880509379646,"delta_neutral_distance_pct":-1.5452098521357065,"gamma_neutral_distance_pct":-20.38605305198084,"open_interest_change_1d_pct":0.38842493688094776,"call_open_interest":3522,"put_open_interest":1647,"put_call_open_interest_ratio":0.4676320272572402,"nearest_expiration_max_pain":130,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":11.770271454532192,"all_expiration_max_pain":125,"net_gamma_exposure":135451.81951780172,"net_gamma_exposure_per_100k_open_interest":2620464.68403563,"gamma_exposure_flip":92.59897975154121,"gamma_exposure_flip_distance_pct":-20.38605305198084,"call_wall":150,"call_wall_distance_pct":28.965697832152532,"put_wall":125,"put_wall_distance_pct":7.471414860127108,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2553},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SII","price":116.31,"totalOi":5169,"analysisCoverage":1,"avgIvPct":55.5,"ivRank":56.6,"iv52wHighPct":61.25,"iv52wLowPct":48,"frontDte":14,"frontAtmIvPct":41.2566,"backAtmIvPct":44.8421,"termPremiumPp":-3.5855,"expectedMoveFrontPct":8.08,"straddleFrontPct":12.72,"straddle30dPct":12.72,"riskReversalFrontPp":6.13,"riskReversal30dPp":6.13,"butterflyFrontPp":0.89,"butterfly30dPp":0.89,"putCallOiRatio":0.468,"putCallOiFrontRatio":0.621,"putCallVolumeFrontRatio":0,"optionVolume":52,"volumeOiRatio":0.01006,"netDeltaNormalized":0.033752,"dealerDeltaNormalized":-0.033745,"gexPer100kOi":3611202.940607,"vannaPer100kOi":5029.986458,"charmPer100kOi":-15283.420391,"weekendDeltaShiftPer100kOi":-45830.915071,"ivSurfaceRangePp":40.8,"gammaFlipDistancePct":26.145645,"maxPainDistancePct":7.471413,"peakCallDistancePct":114.942825,"peakPutDistancePct":-14.02287},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SII.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."}