{"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/SR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SR.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":"SR","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":77.54000091552734,"previous_close":76.44000244140625,"delta_neutral":76.95868449413518,"gamma_neutral":61.19486315922604,"gamma_max":90.14685052680137,"total_open_interest":171,"previous_open_interest":171,"listed_contracts":26,"listed_calls":15,"listed_puts":11,"gamma_max_distance_pct":16.258511042588232,"delta_neutral_distance_pct":-0.7496987548729204,"gamma_neutral_distance_pct":-21.079620277678124,"open_interest_change_1d_pct":0,"call_open_interest":96,"put_open_interest":75,"put_call_open_interest_ratio":0.78125,"nearest_expiration_max_pain":85,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":9.620839562021201,"all_expiration_max_pain":80,"net_gamma_exposure":3723.4213394325147,"net_gamma_exposure_per_100k_open_interest":2177439.3797850963,"gamma_exposure_flip":61.19486315922604,"gamma_exposure_flip_distance_pct":-21.079620277678124,"call_wall":85,"call_wall_distance_pct":9.620839562021201,"put_wall":80,"put_wall_distance_pct":3.172554881902307,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":4557},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SR","price":77.54,"totalOi":171,"analysisCoverage":0.6667,"avgIvPct":40.3,"ivRank":5,"iv52wHighPct":107.05,"iv52wLowPct":36.75,"frontDte":14,"frontAtmIvPct":24.2536,"backAtmIvPct":23.1873,"termPremiumPp":1.0663,"expectedMoveFrontPct":4.75,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.781,"putCallOiFrontRatio":0.211,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.005848,"netDeltaNormalized":0.017059,"dealerDeltaNormalized":-0.016959,"gexPer100kOi":2468403.508772,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":71.3,"gammaFlipDistancePct":-3.469177,"maxPainDistancePct":3.172556,"peakCallDistancePct":9.620841,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SR.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."}