{"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/SNA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SNA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SNA.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":"SNA","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":368.8999938964844,"previous_close":367.7200012207031,"delta_neutral":346.4097442976274,"gamma_neutral":296.2316844198259,"gamma_max":369.83023358146517,"total_open_interest":2972,"previous_open_interest":2944,"listed_contracts":92,"listed_calls":51,"listed_puts":43,"gamma_max_distance_pct":0.252165817395438,"delta_neutral_distance_pct":-6.096570878547606,"gamma_neutral_distance_pct":-19.698647513951883,"open_interest_change_1d_pct":0.9510869565217392,"call_open_interest":2385,"put_open_interest":587,"put_call_open_interest_ratio":0.24612159329140462,"nearest_expiration_max_pain":370,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.2981854490960749,"all_expiration_max_pain":370,"net_gamma_exposure":1081090.690166463,"net_gamma_exposure_per_100k_open_interest":36375864.40667775,"gamma_exposure_flip":296.2316844198259,"gamma_exposure_flip_distance_pct":-19.698647513951883,"call_wall":370,"call_wall_distance_pct":0.2981854490960749,"put_wall":370,"put_wall_distance_pct":0.2981854490960749,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2924},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SNA","price":368.9,"totalOi":2972,"analysisCoverage":1,"avgIvPct":27.1,"ivRank":0.9,"iv52wHighPct":69.97,"iv52wLowPct":26.7,"frontDte":14,"frontAtmIvPct":20.9857,"backAtmIvPct":24.1541,"termPremiumPp":-3.1684,"expectedMoveFrontPct":4.11,"straddleFrontPct":3.04,"straddle30dPct":3.04,"riskReversalFrontPp":3.69,"riskReversal30dPp":3.69,"butterflyFrontPp":-0.92,"butterfly30dPp":-0.92,"putCallOiRatio":0.246,"putCallOiFrontRatio":0.313,"putCallVolumeFrontRatio":0.786,"optionVolume":27,"volumeOiRatio":0.009085,"netDeltaNormalized":0.282786,"dealerDeltaNormalized":-0.28174,"gexPer100kOi":138025774.562584,"vannaPer100kOi":302.82638,"charmPer100kOi":-7671029.60969,"weekendDeltaShiftPer100kOi":-23013122.476447,"ivSurfaceRangePp":32.7,"gammaFlipDistancePct":-6.177826,"maxPainDistancePct":0.298184,"peakCallDistancePct":3.008946,"peakPutDistancePct":-2.412578},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SNA.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."}