{"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/SONY","markdown_url":"https://halfonadouble.com/stock/SONY.md","history_url":"https://halfonadouble.com/api/v1/history/SONY.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SONY.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":"SONY","page_tier":"A","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":23.81999969482422,"previous_close":23.489999771118164,"delta_neutral":20.394704584873942,"gamma_neutral":13.700446350475932,"gamma_max":25.11499561996211,"total_open_interest":155398,"previous_open_interest":158708,"listed_contracts":217,"listed_calls":145,"listed_puts":101,"gamma_max_distance_pct":5.4365908552856785,"delta_neutral_distance_pct":-14.379912484610777,"gamma_neutral_distance_pct":-42.48343188076168,"open_interest_change_1d_pct":-2.085591148524334,"call_open_interest":129667,"put_open_interest":25731,"put_call_open_interest_ratio":0.19843907856278004,"nearest_expiration_max_pain":23.5,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-1.3434076361207956,"all_expiration_max_pain":22.5,"net_gamma_exposure":19318053.777471155,"net_gamma_exposure_per_100k_open_interest":12431340.028488884,"gamma_exposure_flip":13.700446350475932,"gamma_exposure_flip_distance_pct":-42.48343188076168,"call_wall":25,"call_wall_distance_pct":4.953821663701281,"put_wall":22.5,"put_wall_distance_pct":-5.5415605026688475,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":485},"history_summary":{"first_date":"2021-04-01","last_date":"2026-10-02","session_count":1309,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":3.1746031746031744,"gamma_max_cross_count":10,"delta_neutral_cross_count":20,"gamma_max_prior_sessions_closer_pct":32.53968253968254,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":69.84126984126983,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":75.39682539682539,"open_interest_change_1d_contracts":-3310,"open_interest_change_z_252":-0.44114249499753105,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":-1.265645847893767,"open_interest_change_21_sessions_pct":-12.300147297015119,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-1895,"put_change_contracts":-1415,"call_growth_pct":-1.440385521655189,"put_growth_pct":-5.212554335813748,"call_minus_put_growth_pp":3.772168814158559},"five_sessions":{"call_change_contracts":-1694,"put_change_contracts":-298,"call_growth_pct":-1.2895760537754737,"put_growth_pct":-1.144876868108648,"call_minus_put_growth_pp":-0.1446991856668256},"call_change_surprise":{"z_score":-0.30743143107117304,"comparison_sessions":252},"put_change_surprise":{"z_score":-0.8021017172399054,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":0.349584935372712,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":38.09843302166969,"directional_score":20.629921259842522,"catalyst_reasons":["IV rank 100","smile convexity 9.9 pp"],"features":{"symbol":"SONY","price":23.82,"totalOi":159404,"analysisCoverage":1,"avgIvPct":320.9,"ivRank":100,"iv52wHighPct":320.9,"iv52wLowPct":52.91,"frontDte":7,"frontAtmIvPct":30.7615,"backAtmIvPct":37.6095,"termPremiumPp":-6.848,"expectedMoveFrontPct":4.26,"straddleFrontPct":2.83,"straddle30dPct":6.61,"riskReversalFrontPp":-0.52,"riskReversal30dPp":9.9,"butterflyFrontPp":9.88,"butterfly30dPp":9.88,"putCallOiRatio":0.206,"putCallOiFrontRatio":1.668,"putCallVolumeFrontRatio":0.145,"optionVolume":3027,"volumeOiRatio":0.018989,"netDeltaNormalized":0.263152,"dealerDeltaNormalized":-0.262077,"gexPer100kOi":3658170.541517,"vannaPer100kOi":3398.910943,"charmPer100kOi":-2399122.355775,"weekendDeltaShiftPer100kOi":-7197367.694663,"ivSurfaceRangePp":103.1,"gammaFlipDistancePct":-0.461797,"maxPainDistancePct":-5.541562,"peakCallDistancePct":0.755668,"peakPutDistancePct":-3.442485},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SONY.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":[{"direction":"above","event_count":46,"completed_path_count":46,"latest_cross_date":"2026-08-14","horizons":[{"sessions":1,"sample_size":46,"median_return_pct":-0.18270823061328212,"p25_return_pct":-1.4019916872308662,"p75_return_pct":1.0151822884845063,"above_zero_pct":47.82608695652174,"median_interval_low_pct":-0.9170617102708056,"median_interval_high_pct":0.7160994540543086,"median_interval_nominal_coverage_pct":94.59239681411304,"confidence_floor_pct":0},{"sessions":3,"sample_size":46,"median_return_pct":0.22871395653596416,"p25_return_pct":-1.25124727881005,"p75_return_pct":1.4730258191374024,"above_zero_pct":52.17391304347826,"median_interval_low_pct":-1.0309260694663092,"median_interval_high_pct":1.1629855550589152,"median_interval_nominal_coverage_pct":94.59239681411304,"confidence_floor_pct":0},{"sessions":5,"sample_size":46,"median_return_pct":0.36529208336606445,"p25_return_pct":-2.2858135556409502,"p75_return_pct":2.0225234896080857,"above_zero_pct":54.347826086956516,"median_interval_low_pct":-1.089409866208313,"median_interval_high_pct":1.318626823483382,"median_interval_nominal_coverage_pct":94.59239681411304,"confidence_floor_pct":0},{"sessions":10,"sample_size":46,"median_return_pct":-0.5104883139958771,"p25_return_pct":-3.6121611756040117,"p75_return_pct":2.2772373035296445,"above_zero_pct":47.82608695652174,"median_interval_low_pct":-1.3554168307290504,"median_interval_high_pct":1.160294166103415,"median_interval_nominal_coverage_pct":94.59239681411304,"confidence_floor_pct":0}]},{"direction":"below","event_count":46,"completed_path_count":46,"latest_cross_date":"2026-08-17","horizons":[{"sessions":1,"sample_size":46,"median_return_pct":-0.3423318287501198,"p25_return_pct":-1.2626470988604643,"p75_return_pct":0.6040613454685317,"above_zero_pct":43.47826086956522,"median_interval_low_pct":-0.9220874044028382,"median_interval_high_pct":0.19778178679781266,"median_interval_nominal_coverage_pct":94.59239681411304,"confidence_floor_pct":0},{"sessions":3,"sample_size":46,"median_return_pct":-0.01777818467881831,"p25_return_pct":-1.67032224606542,"p75_return_pct":1.8358209333270537,"above_zero_pct":47.82608695652174,"median_interval_low_pct":-0.5212094153640323,"median_interval_high_pct":0.7084812267061258,"median_interval_nominal_coverage_pct":94.59239681411304,"confidence_floor_pct":0},{"sessions":5,"sample_size":46,"median_return_pct":0.12977369874787037,"p25_return_pct":-2.205992268641105,"p75_return_pct":2.2350639871312694,"above_zero_pct":50,"median_interval_low_pct":-1.372423623341601,"median_interval_high_pct":1.339046593349691,"median_interval_nominal_coverage_pct":94.59239681411304,"confidence_floor_pct":0},{"sessions":10,"sample_size":46,"median_return_pct":0.4234859641688904,"p25_return_pct":-2.6892941258767817,"p75_return_pct":2.163159481597099,"above_zero_pct":52.17391304347826,"median_interval_low_pct":-1.621834795394994,"median_interval_high_pct":1.863611246651442,"median_interval_nominal_coverage_pct":94.59239681411304,"confidence_floor_pct":0}]}],"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."}