{"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/SITM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SITM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SITM.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":"SITM","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":709.4400024414062,"previous_close":678.8699951171875,"delta_neutral":623.270778091844,"gamma_neutral":623.4221339906696,"gamma_max":786.9994470691346,"total_open_interest":9842,"previous_open_interest":9661,"listed_contracts":465,"listed_calls":305,"listed_puts":250,"gamma_max_distance_pct":10.932488210535336,"delta_neutral_distance_pct":-12.146090445002653,"gamma_neutral_distance_pct":-12.124755885588923,"open_interest_change_1d_pct":1.8735120587930858,"call_open_interest":4848,"put_open_interest":4994,"put_call_open_interest_ratio":1.030115511551155,"nearest_expiration_max_pain":610,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-14.01668951556184,"all_expiration_max_pain":660,"net_gamma_exposure":171419.3461733436,"net_gamma_exposure_per_100k_open_interest":1741712.5195422028,"gamma_exposure_flip":623.4221339906696,"gamma_exposure_flip_distance_pct":-12.124755885588923,"call_wall":700,"call_wall_distance_pct":-1.330627312939816,"put_wall":720,"put_wall_distance_pct":1.488497620976189,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2096},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SITM","price":709.44,"totalOi":9842,"analysisCoverage":1,"avgIvPct":85.6,"ivRank":27.5,"iv52wHighPct":103.76,"iv52wLowPct":78.7,"frontDte":14,"frontAtmIvPct":72.8118,"backAtmIvPct":83.2704,"termPremiumPp":-10.4586,"expectedMoveFrontPct":14.26,"straddleFrontPct":11.29,"straddle30dPct":11.29,"riskReversalFrontPp":-5.3,"riskReversal30dPp":-5.3,"butterflyFrontPp":-3.79,"butterfly30dPp":-3.79,"putCallOiRatio":1.03,"putCallOiFrontRatio":1.133,"putCallVolumeFrontRatio":0.487,"optionVolume":673,"volumeOiRatio":0.06838,"netDeltaNormalized":0.148964,"dealerDeltaNormalized":-0.148904,"gexPer100kOi":13497439.544808,"vannaPer100kOi":1991.465149,"charmPer100kOi":-9421570.818939,"weekendDeltaShiftPer100kOi":-28264712.456818,"ivSurfaceRangePp":79.7,"gammaFlipDistancePct":7.745546,"maxPainDistancePct":-6.968877,"peakCallDistancePct":5.717185,"peakPutDistancePct":-1.330627},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SITM.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."}