{"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/SSO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SSO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SSO.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":"SSO","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":70.58000183105469,"previous_close":69.58999633789062,"delta_neutral":66.08750674888717,"gamma_neutral":68.62642161925214,"gamma_max":73.53551267505738,"total_open_interest":23490,"previous_open_interest":24473,"listed_contracts":413,"listed_calls":253,"listed_puts":241,"gamma_max_distance_pct":4.187462124295788,"delta_neutral_distance_pct":-6.365110464180885,"gamma_neutral_distance_pct":-2.7678948159831083,"open_interest_change_1d_pct":-4.016671433825032,"call_open_interest":15198,"put_open_interest":8292,"put_call_open_interest_ratio":0.5455981050138176,"nearest_expiration_max_pain":70,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-0.8217651119406616,"all_expiration_max_pain":47.5,"net_gamma_exposure":639709.4151570728,"net_gamma_exposure_per_100k_open_interest":2723326.586449863,"gamma_exposure_flip":68.62642161925214,"gamma_exposure_flip_distance_pct":-2.7678948159831083,"call_wall":70,"call_wall_distance_pct":-0.8217651119406616,"put_wall":68,"put_wall_distance_pct":-3.655428965885214,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1458},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SSO","price":70.58,"totalOi":25023,"analysisCoverage":1,"avgIvPct":75.5,"ivRank":68.5,"iv52wHighPct":91.3,"iv52wLowPct":41.1,"frontDte":7,"frontAtmIvPct":23.1072,"backAtmIvPct":25.4642,"termPremiumPp":-2.357,"expectedMoveFrontPct":3.2,"straddleFrontPct":2.55,"straddle30dPct":5.84,"riskReversalFrontPp":-9.84,"riskReversal30dPp":7.56,"butterflyFrontPp":14.31,"butterfly30dPp":14.31,"putCallOiRatio":0.58,"putCallOiFrontRatio":0.907,"putCallVolumeFrontRatio":0.512,"optionVolume":1594,"volumeOiRatio":0.063701,"netDeltaNormalized":0.304304,"dealerDeltaNormalized":-0.254627,"gexPer100kOi":5046527.594613,"vannaPer100kOi":-791.27203,"charmPer100kOi":-128677.616593,"weekendDeltaShiftPer100kOi":-386028.853455,"ivSurfaceRangePp":82,"gammaFlipDistancePct":-28.690847,"maxPainDistancePct":-29.158402,"peakCallDistancePct":-0.113347,"peakPutDistancePct":-0.821763},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SSO.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."}