{"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/SLN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SLN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SLN.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":"SLN","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":10.640000343322754,"previous_close":10.710000038146973,"delta_neutral":7.992157116263581,"gamma_neutral":10.640000343322754,"gamma_max":12.72328782004377,"total_open_interest":29123,"previous_open_interest":29189,"listed_contracts":29,"listed_calls":27,"listed_puts":15,"gamma_max_distance_pct":19.579768886270816,"delta_neutral_distance_pct":-24.885743812225115,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-0.22611257665558943,"call_open_interest":26317,"put_open_interest":2806,"put_call_open_interest_ratio":0.10662309533761447,"nearest_expiration_max_pain":5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-53.0075203133071,"all_expiration_max_pain":5,"net_gamma_exposure":1433524.118938352,"net_gamma_exposure_per_100k_open_interest":4922309.2364741,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":15,"call_wall_distance_pct":40.9774390600787,"put_wall":12.5,"put_wall_distance_pct":17.48119921673225,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1305},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SLN","price":10.64,"totalOi":29123,"analysisCoverage":0.8333,"avgIvPct":255.1,"ivRank":100,"iv52wHighPct":255.1,"iv52wLowPct":129.88,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-27.6,"riskReversal30dPp":-27.6,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.107,"putCallOiFrontRatio":0.114,"putCallVolumeFrontRatio":1.032,"optionVolume":2500,"volumeOiRatio":0.085843,"netDeltaNormalized":0.255334,"dealerDeltaNormalized":-0.253799,"gexPer100kOi":474594.787625,"vannaPer100kOi":1249.871236,"charmPer100kOi":-1724715.860317,"weekendDeltaShiftPer100kOi":-5174151.014662,"ivSurfaceRangePp":66.8,"gammaFlipDistancePct":null,"maxPainDistancePct":-53.007519,"peakCallDistancePct":17.481203,"peakPutDistancePct":17.481203},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SLN.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."}