{"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/SLAB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SLAB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SLAB.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":"SLAB","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":222.75999450683594,"previous_close":222.50999450683594,"delta_neutral":208.105601151549,"gamma_neutral":193.64158169689495,"gamma_max":221.61562910354786,"total_open_interest":22759,"previous_open_interest":22754,"listed_contracts":179,"listed_calls":89,"listed_puts":118,"gamma_max_distance_pct":-0.5137212387805835,"delta_neutral_distance_pct":-6.578557064400195,"gamma_neutral_distance_pct":-13.071652688089566,"open_interest_change_1d_pct":0.021974158389733673,"call_open_interest":16539,"put_open_interest":6220,"put_call_open_interest_ratio":0.3760807787653425,"nearest_expiration_max_pain":210,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-5.728135581563936,"all_expiration_max_pain":210,"net_gamma_exposure":7091404.677455085,"net_gamma_exposure_per_100k_open_interest":31158683.059251662,"gamma_exposure_flip":193.64158169689495,"gamma_exposure_flip_distance_pct":-13.071652688089566,"call_wall":220,"call_wall_distance_pct":-1.2389991806860277,"put_wall":220,"put_wall_distance_pct":-1.2389991806860277,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":1482},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SLAB","price":222.76,"totalOi":22759,"analysisCoverage":0.9444,"avgIvPct":35.7,"ivRank":22.8,"iv52wHighPct":51.59,"iv52wLowPct":31,"frontDte":14,"frontAtmIvPct":16.084,"backAtmIvPct":8.3789,"termPremiumPp":7.7051,"expectedMoveFrontPct":3.15,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":12.28,"riskReversal30dPp":12.28,"butterflyFrontPp":3.89,"butterfly30dPp":3.89,"putCallOiRatio":0.376,"putCallOiFrontRatio":1.03,"putCallVolumeFrontRatio":0,"optionVolume":12,"volumeOiRatio":0.000527,"netDeltaNormalized":0.291664,"dealerDeltaNormalized":-0.277067,"gexPer100kOi":71972615.624588,"vannaPer100kOi":1577.397952,"charmPer100kOi":11881.014104,"weekendDeltaShiftPer100kOi":35647.436179,"ivSurfaceRangePp":74.8,"gammaFlipDistancePct":-5.526127,"maxPainDistancePct":-5.728138,"peakCallDistancePct":3.250135,"peakPutDistancePct":-1.239002},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SLAB.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."}