{"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/SO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SO.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":"SO","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":83.72000122070312,"previous_close":83.4749984741211,"delta_neutral":85.23438015840509,"gamma_neutral":82.79422312827045,"gamma_max":89.08658539412538,"total_open_interest":95889,"previous_open_interest":99863,"listed_contracts":448,"listed_calls":260,"listed_puts":206,"gamma_max_distance_pct":6.41015778209897,"delta_neutral_distance_pct":1.8088615810094757,"gamma_neutral_distance_pct":-1.1058027698687416,"open_interest_change_1d_pct":-3.9794518490331754,"call_open_interest":57122,"put_open_interest":38767,"put_call_open_interest_ratio":0.6786702146283393,"nearest_expiration_max_pain":83,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-0.8600110012003628,"all_expiration_max_pain":87.5,"net_gamma_exposure":1479695.0129029811,"net_gamma_exposure_per_100k_open_interest":1543133.219559054,"gamma_exposure_flip":82.79422312827045,"gamma_exposure_flip_distance_pct":-1.1058027698687416,"call_wall":87.5,"call_wall_distance_pct":4.515048643312871,"put_wall":85,"put_wall_distance_pct":1.5289043963610742,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":654},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SO","price":83.72,"totalOi":101325,"analysisCoverage":1,"avgIvPct":112.1,"ivRank":100,"iv52wHighPct":112.1,"iv52wLowPct":30.09,"frontDte":7,"frontAtmIvPct":24.9847,"backAtmIvPct":22.926,"termPremiumPp":2.0587,"expectedMoveFrontPct":3.46,"straddleFrontPct":1.94,"straddle30dPct":5.11,"riskReversalFrontPp":80.21,"riskReversal30dPp":-0.57,"butterflyFrontPp":3.38,"butterfly30dPp":3.38,"putCallOiRatio":0.683,"putCallOiFrontRatio":0.317,"putCallVolumeFrontRatio":0.062,"optionVolume":7378,"volumeOiRatio":0.072815,"netDeltaNormalized":-0.035188,"dealerDeltaNormalized":0.035075,"gexPer100kOi":470910.683444,"vannaPer100kOi":3648.655317,"charmPer100kOi":7680.236862,"weekendDeltaShiftPer100kOi":23039.723661,"ivSurfaceRangePp":127,"gammaFlipDistancePct":22.431916,"maxPainDistancePct":4.51505,"peakCallDistancePct":5.112279,"peakPutDistancePct":-1.457238},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SO.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."}