{"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/SMBC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SMBC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SMBC.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":"SMBC","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":72.58999633789062,"previous_close":71.36000061035156,"delta_neutral":71.29628503257317,"gamma_neutral":69.51608390921916,"gamma_max":79.72642282390889,"total_open_interest":144,"previous_open_interest":144,"listed_contracts":25,"listed_calls":15,"listed_puts":11,"gamma_max_distance_pct":9.831143196095168,"delta_neutral_distance_pct":-1.7822170692715207,"gamma_neutral_distance_pct":-4.234622652910836,"open_interest_change_1d_pct":0,"call_open_interest":77,"put_open_interest":67,"put_call_open_interest_ratio":0.8701298701298701,"nearest_expiration_max_pain":70,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.5679797059566662,"all_expiration_max_pain":70,"net_gamma_exposure":3326.6244989523293,"net_gamma_exposure_per_100k_open_interest":2310155.902050229,"gamma_exposure_flip":69.51608390921916,"gamma_exposure_flip_distance_pct":-4.234622652910836,"call_wall":75,"call_wall_distance_pct":3.3200217436178567,"put_wall":70,"put_wall_distance_pct":-3.5679797059566662,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4623},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SMBC","price":72.59,"totalOi":144,"analysisCoverage":0.6667,"avgIvPct":38.3,"ivRank":8,"iv52wHighPct":71.69,"iv52wLowPct":35.41,"frontDte":14,"frontAtmIvPct":65.306,"backAtmIvPct":27.4547,"termPremiumPp":37.8513,"expectedMoveFrontPct":12.79,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.87,"putCallOiFrontRatio":0.95,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.051319,"dealerDeltaNormalized":-0.051389,"gexPer100kOi":1601291.666667,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":5.2,"gammaFlipDistancePct":2.89296,"maxPainDistancePct":-3.567985,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SMBC.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."}