{"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/STEM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/STEM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/STEM.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":"STEM","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":4.260000228881836,"previous_close":null,"delta_neutral":4.786944388540026,"gamma_neutral":5.325000286102295,"gamma_max":7.595992127432622,"total_open_interest":2666,"previous_open_interest":null,"listed_contracts":41,"listed_calls":34,"listed_puts":19,"gamma_max_distance_pct":78.3096647726335,"delta_neutral_distance_pct":12.369580548039131,"gamma_neutral_distance_pct":25,"open_interest_change_1d_pct":null,"call_open_interest":1777,"put_open_interest":889,"put_call_open_interest_ratio":0.5002813731007316,"nearest_expiration_max_pain":5,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":17.370885712661078,"all_expiration_max_pain":5,"net_gamma_exposure":-3370.883851502389,"net_gamma_exposure_per_100k_open_interest":-126439.75436993207,"gamma_exposure_flip":5.325000286102295,"gamma_exposure_flip_distance_pct":25,"call_wall":5,"call_wall_distance_pct":17.370885712661078,"put_wall":5,"put_wall_distance_pct":17.370885712661078,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3010},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"STEM","price":4.26,"totalOi":2666,"analysisCoverage":0.7778,"avgIvPct":250.8,"ivRank":25.9,"iv52wHighPct":484.5,"iv52wLowPct":168.93,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":7.02,"riskReversal30dPp":7.02,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.5,"putCallOiFrontRatio":0.577,"putCallVolumeFrontRatio":0.667,"optionVolume":28,"volumeOiRatio":0.010503,"netDeltaNormalized":-0.0346,"dealerDeltaNormalized":0.034392,"gexPer100kOi":2066.391598,"vannaPer100kOi":1350.337584,"charmPer100kOi":-78582.145536,"weekendDeltaShiftPer100kOi":-235708.927232,"ivSurfaceRangePp":21,"gammaFlipDistancePct":619.014085,"maxPainDistancePct":17.370892,"peakCallDistancePct":17.370892,"peakPutDistancePct":76.056338},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/STEM.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."}