{"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/STAA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/STAA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/STAA.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":"STAA","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":22.469999313354492,"previous_close":22.3799991607666,"delta_neutral":19.187469132402587,"gamma_neutral":15.04154453187347,"gamma_max":22.924894368369955,"total_open_interest":8396,"previous_open_interest":8372,"listed_contracts":54,"listed_calls":39,"listed_puts":25,"gamma_max_distance_pct":2.0244551353640103,"delta_neutral_distance_pct":-14.608501474234645,"gamma_neutral_distance_pct":-33.05943483970693,"open_interest_change_1d_pct":0.2866698518872432,"call_open_interest":5919,"put_open_interest":2477,"put_call_open_interest_ratio":0.4184828518330799,"nearest_expiration_max_pain":22.5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.13351440837685136,"all_expiration_max_pain":22.5,"net_gamma_exposure":511594.59132082004,"net_gamma_exposure_per_100k_open_interest":6093313.37923797,"gamma_exposure_flip":15.04154453187347,"gamma_exposure_flip_distance_pct":-33.05943483970693,"call_wall":22.5,"call_wall_distance_pct":0.13351440837685136,"put_wall":22.5,"put_wall_distance_pct":0.13351440837685136,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2212},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"STAA","price":22.47,"totalOi":8396,"analysisCoverage":0.9444,"avgIvPct":73.5,"ivRank":16.2,"iv52wHighPct":105.04,"iv52wLowPct":67.4,"frontDte":14,"frontAtmIvPct":51.0091,"backAtmIvPct":61.3815,"termPremiumPp":-10.3724,"expectedMoveFrontPct":9.99,"straddleFrontPct":7.68,"straddle30dPct":7.68,"riskReversalFrontPp":3.51,"riskReversal30dPp":3.51,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.418,"putCallOiFrontRatio":0.22,"putCallVolumeFrontRatio":0.1,"optionVolume":131,"volumeOiRatio":0.015603,"netDeltaNormalized":0.167002,"dealerDeltaNormalized":-0.166545,"gexPer100kOi":1340103.382563,"vannaPer100kOi":2596.474512,"charmPer100kOi":-227560.743211,"weekendDeltaShiftPer100kOi":-682670.3192,"ivSurfaceRangePp":29.4,"gammaFlipDistancePct":-8.94526,"maxPainDistancePct":0.133511,"peakCallDistancePct":0.133511,"peakPutDistancePct":0.133511},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/STAA.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."}