{"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/SOLS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SOLS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SOLS.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":"SOLS","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":57.70000076293945,"previous_close":56.97999954223633,"delta_neutral":55.96794565325801,"gamma_neutral":58.58900052674126,"gamma_max":67.89744656439098,"total_open_interest":85326,"previous_open_interest":76885,"listed_contracts":146,"listed_calls":104,"listed_puts":60,"gamma_max_distance_pct":17.67321605999235,"delta_neutral_distance_pct":-3.0018285732743593,"gamma_neutral_distance_pct":1.5407274732183502,"open_interest_change_1d_pct":10.978734473564414,"call_open_interest":46078,"put_open_interest":39248,"put_call_open_interest_ratio":0.851773080428838,"nearest_expiration_max_pain":60,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":3.986133807016914,"all_expiration_max_pain":55,"net_gamma_exposure":-780154.6360238225,"net_gamma_exposure_per_100k_open_interest":-914322.2886620988,"gamma_exposure_flip":58.58900052674126,"gamma_exposure_flip_distance_pct":1.5407274732183502,"call_wall":65,"call_wall_distance_pct":12.651644957601658,"put_wall":55,"put_wall_distance_pct":-4.679377343567829,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":710},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SOLS","price":57.7,"totalOi":85326,"analysisCoverage":1,"avgIvPct":53.6,"ivRank":7.6,"iv52wHighPct":78.98,"iv52wLowPct":51.5,"frontDte":14,"frontAtmIvPct":41.0524,"backAtmIvPct":51.3378,"termPremiumPp":-10.2854,"expectedMoveFrontPct":8.04,"straddleFrontPct":7.5,"straddle30dPct":7.5,"riskReversalFrontPp":-146.34,"riskReversal30dPp":-146.34,"butterflyFrontPp":1.14,"butterfly30dPp":1.14,"putCallOiRatio":0.852,"putCallOiFrontRatio":1.841,"putCallVolumeFrontRatio":0.125,"optionVolume":600,"volumeOiRatio":0.007032,"netDeltaNormalized":0.054334,"dealerDeltaNormalized":-0.054325,"gexPer100kOi":-430417.328833,"vannaPer100kOi":2720.155638,"charmPer100kOi":303944.870262,"weekendDeltaShiftPer100kOi":911834.610787,"ivSurfaceRangePp":63.7,"gammaFlipDistancePct":null,"maxPainDistancePct":-4.679376,"peakCallDistancePct":-4.679376,"peakPutDistancePct":3.986135},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SOLS.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."}