{"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/SNY","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SNY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SNY.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":"SNY","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":39.91999816894531,"previous_close":40.66999816894531,"delta_neutral":44.254245473448776,"gamma_neutral":42.79581073990768,"gamma_max":47.49941995716542,"total_open_interest":88697,"previous_open_interest":87815,"listed_contracts":217,"listed_calls":138,"listed_puts":102,"gamma_max_distance_pct":18.986528396477524,"delta_neutral_distance_pct":10.857333425118178,"gamma_neutral_distance_pct":7.203939636449001,"open_interest_change_1d_pct":1.00438421681945,"call_open_interest":50060,"put_open_interest":38637,"put_call_open_interest_ratio":0.7718138234119057,"nearest_expiration_max_pain":42.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":6.462930734956121,"all_expiration_max_pain":45,"net_gamma_exposure":-1712818.7864749131,"net_gamma_exposure_per_100k_open_interest":-1931089.8750520458,"gamma_exposure_flip":42.79581073990768,"gamma_exposure_flip_distance_pct":7.203939636449001,"call_wall":45,"call_wall_distance_pct":12.725456072306482,"put_wall":40,"put_wall_distance_pct":0.20040539760576132,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":689},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SNY","price":39.92,"totalOi":88697,"analysisCoverage":1,"avgIvPct":32.8,"ivRank":10.7,"iv52wHighPct":46.95,"iv52wLowPct":31.1,"frontDte":14,"frontAtmIvPct":25.7854,"backAtmIvPct":27.1018,"termPremiumPp":-1.3164,"expectedMoveFrontPct":5.05,"straddleFrontPct":3.88,"straddle30dPct":3.88,"riskReversalFrontPp":-58.61,"riskReversal30dPp":-58.61,"butterflyFrontPp":-0.84,"butterfly30dPp":-0.84,"putCallOiRatio":0.772,"putCallOiFrontRatio":0.295,"putCallVolumeFrontRatio":2.213,"optionVolume":2518,"volumeOiRatio":0.028389,"netDeltaNormalized":-0.127795,"dealerDeltaNormalized":0.115746,"gexPer100kOi":-393015.096339,"vannaPer100kOi":984.249749,"charmPer100kOi":22242.01495,"weekendDeltaShiftPer100kOi":66724.917415,"ivSurfaceRangePp":63,"gammaFlipDistancePct":-43.562124,"maxPainDistancePct":12.725451,"peakCallDistancePct":0.200401,"peakPutDistancePct":0.200401},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SNY.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."}