{"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/SION","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SION.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SION.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":"SION","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":4.909999847412109,"previous_close":5.099999904632568,"delta_neutral":4.7446886273257896,"gamma_neutral":2.9663861461554784,"gamma_max":7.307080634028326,"total_open_interest":13692,"previous_open_interest":13691,"listed_contracts":20,"listed_calls":39,"listed_puts":22,"gamma_max_distance_pct":48.820384136664174,"delta_neutral_distance_pct":-3.3668273976311758,"gamma_neutral_distance_pct":-39.58480166310071,"open_interest_change_1d_pct":0.007304068366079906,"call_open_interest":4729,"put_open_interest":8963,"put_call_open_interest_ratio":1.8953267075491647,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":103.66599410936139,"all_expiration_max_pain":7.5,"net_gamma_exposure":6303.884107191315,"net_gamma_exposure_per_100k_open_interest":46040.637651119745,"gamma_exposure_flip":2.9663861461554784,"gamma_exposure_flip_distance_pct":-39.58480166310071,"call_wall":7.5,"call_wall_distance_pct":52.74949558202104,"put_wall":5,"put_wall_distance_pct":1.8329970546806957,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1840},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SION","price":4.91,"totalOi":13692,"analysisCoverage":0.9444,"avgIvPct":1265.8,"ivRank":94.1,"iv52wHighPct":1332.9,"iv52wLowPct":191.96,"frontDte":14,"frontAtmIvPct":107.1243,"backAtmIvPct":248.6103,"termPremiumPp":-141.486,"expectedMoveFrontPct":20.98,"straddleFrontPct":16.29,"straddle30dPct":16.29,"riskReversalFrontPp":-148.72,"riskReversal30dPp":-148.72,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.895,"putCallOiFrontRatio":0.379,"putCallVolumeFrontRatio":0.143,"optionVolume":46,"volumeOiRatio":0.00336,"netDeltaNormalized":0.3834,"dealerDeltaNormalized":-0.185316,"gexPer100kOi":-16859.187847,"vannaPer100kOi":306.748466,"charmPer100kOi":132617.586912,"weekendDeltaShiftPer100kOi":397845.457201,"ivSurfaceRangePp":26.7,"gammaFlipDistancePct":null,"maxPainDistancePct":52.749491,"peakCallDistancePct":1.832994,"peakPutDistancePct":307.331976},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SION.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."}