{"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/SRLN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SRLN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SRLN.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":"SRLN","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":40.22999954223633,"previous_close":40.189998626708984,"delta_neutral":42.522321473522794,"gamma_neutral":40.22999954223633,"gamma_max":45,"total_open_interest":6354,"previous_open_interest":7474,"listed_contracts":33,"listed_calls":6,"listed_puts":28,"gamma_max_distance_pct":11.856824539000515,"delta_neutral_distance_pct":5.698041156773622,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-14.985282312014986,"call_open_interest":733,"put_open_interest":5621,"put_call_open_interest_ratio":7.6684856753069575,"nearest_expiration_max_pain":41,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":1.9139956910893583,"all_expiration_max_pain":42,"net_gamma_exposure":-1407852.4630342931,"net_gamma_exposure_per_100k_open_interest":-22156947.797203228,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":41,"call_wall_distance_pct":1.9139956910893583,"put_wall":40,"put_wall_distance_pct":-0.5717115208884309,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2416},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SRLN","price":40.23,"totalOi":6354,"analysisCoverage":0.9444,"avgIvPct":27.5,"ivRank":2.6,"iv52wHighPct":73.35,"iv52wLowPct":26.3,"frontDte":14,"frontAtmIvPct":93.0827,"backAtmIvPct":19.0777,"termPremiumPp":74.005,"expectedMoveFrontPct":18.23,"straddleFrontPct":2.73,"straddle30dPct":2.73,"riskReversalFrontPp":57.66,"riskReversal30dPp":57.66,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":7.668,"putCallOiFrontRatio":0.005,"putCallVolumeFrontRatio":0,"optionVolume":537,"volumeOiRatio":0.084514,"netDeltaNormalized":-0.316017,"dealerDeltaNormalized":0.313678,"gexPer100kOi":-4659451.054454,"vannaPer100kOi":2533.836953,"charmPer100kOi":-329571.923198,"weekendDeltaShiftPer100kOi":-988700.031476,"ivSurfaceRangePp":88.2,"gammaFlipDistancePct":null,"maxPainDistancePct":4.399702,"peakCallDistancePct":1.913995,"peakPutDistancePct":-8.028834},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SRLN.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."}