{"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/SM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SM.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":"SM","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":35.2400016784668,"previous_close":35.060001373291016,"delta_neutral":32.12959063364637,"gamma_neutral":26.55225290845444,"gamma_max":39.93437632255828,"total_open_interest":58151,"previous_open_interest":57985,"listed_contracts":150,"listed_calls":104,"listed_puts":82,"gamma_max_distance_pct":13.321153293133788,"delta_neutral_distance_pct":-8.826364633010284,"gamma_neutral_distance_pct":-24.653088411516606,"open_interest_change_1d_pct":0.2862809347244977,"call_open_interest":39711,"put_open_interest":18440,"put_call_open_interest_ratio":0.464354964619375,"nearest_expiration_max_pain":37.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":6.413161787430227,"all_expiration_max_pain":27.5,"net_gamma_exposure":1630026.4684620777,"net_gamma_exposure_per_100k_open_interest":2803092.7558633173,"gamma_exposure_flip":26.55225290845444,"gamma_exposure_flip_distance_pct":-24.653088411516606,"call_wall":37.5,"call_wall_distance_pct":6.413161787430227,"put_wall":32.5,"put_wall_distance_pct":-7.775259784227137,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":904},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SM","price":35.24,"totalOi":58151,"analysisCoverage":1,"avgIvPct":61,"ivRank":0,"iv52wHighPct":80.65,"iv52wLowPct":61,"frontDte":14,"frontAtmIvPct":49.4773,"backAtmIvPct":54.2581,"termPremiumPp":-4.7808,"expectedMoveFrontPct":9.69,"straddleFrontPct":7.45,"straddle30dPct":7.45,"riskReversalFrontPp":-3.41,"riskReversal30dPp":-3.41,"butterflyFrontPp":-2.29,"butterfly30dPp":-2.29,"putCallOiRatio":0.464,"putCallOiFrontRatio":0.816,"putCallVolumeFrontRatio":0.013,"optionVolume":706,"volumeOiRatio":0.012141,"netDeltaNormalized":0.216109,"dealerDeltaNormalized":-0.19429,"gexPer100kOi":1309656.205396,"vannaPer100kOi":1294.904645,"charmPer100kOi":-15304.981858,"weekendDeltaShiftPer100kOi":-45916.665234,"ivSurfaceRangePp":150.3,"gammaFlipDistancePct":-26.305335,"maxPainDistancePct":-21.963678,"peakCallDistancePct":13.507378,"peakPutDistancePct":-7.775255},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SM.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."}