{"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/SNEX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SNEX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SNEX.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":"SNEX","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":65.80999755859375,"previous_close":65.4000015258789,"delta_neutral":60.382452839837484,"gamma_neutral":55.23562523272956,"gamma_max":72.35092555066804,"total_open_interest":1717,"previous_open_interest":1649,"listed_contracts":62,"listed_calls":45,"listed_puts":24,"gamma_max_distance_pct":9.939109914493752,"delta_neutral_distance_pct":-8.247295122483276,"gamma_neutral_distance_pct":-16.06803330519702,"open_interest_change_1d_pct":4.123711340206185,"call_open_interest":1371,"put_open_interest":346,"put_call_open_interest_ratio":0.2523705324580598,"nearest_expiration_max_pain":65,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-1.2308123212929325,"all_expiration_max_pain":65,"net_gamma_exposure":218039.74843941344,"net_gamma_exposure_per_100k_open_interest":12698878.767583776,"gamma_exposure_flip":55.23562523272956,"gamma_exposure_flip_distance_pct":-16.06803330519702,"call_wall":70,"call_wall_distance_pct":6.366817500146073,"put_wall":65,"put_wall_distance_pct":-1.2308123212929325,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3331},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SNEX","price":65.81,"totalOi":1717,"analysisCoverage":0.9444,"avgIvPct":54.8,"ivRank":17.2,"iv52wHighPct":77.45,"iv52wLowPct":50.1,"frontDte":14,"frontAtmIvPct":51.3155,"backAtmIvPct":47.626,"termPremiumPp":3.6895,"expectedMoveFrontPct":10.05,"straddleFrontPct":7.75,"straddle30dPct":7.75,"riskReversalFrontPp":4.21,"riskReversal30dPp":4.21,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.252,"putCallOiFrontRatio":0.223,"putCallVolumeFrontRatio":0,"optionVolume":40,"volumeOiRatio":0.023296,"netDeltaNormalized":0.14131,"dealerDeltaNormalized":-0.14131,"gexPer100kOi":8259982.527665,"vannaPer100kOi":1456.027956,"charmPer100kOi":-565404.775772,"weekendDeltaShiftPer100kOi":-1696272.568433,"ivSurfaceRangePp":50.3,"gammaFlipDistancePct":0.440663,"maxPainDistancePct":-1.230816,"peakCallDistancePct":13.964443,"peakPutDistancePct":-16.426075},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SNEX.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."}