{"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/SVIX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SVIX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SVIX.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":"SVIX","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":28.979999542236328,"previous_close":28.329999923706055,"delta_neutral":25.348414817002087,"gamma_neutral":20.37440337879814,"gamma_max":29.539658431490963,"total_open_interest":81485,"previous_open_interest":92643,"listed_contracts":512,"listed_calls":316,"listed_puts":322,"gamma_max_distance_pct":1.9311901245511451,"delta_neutral_distance_pct":-12.531348456170468,"gamma_neutral_distance_pct":-29.69494927319144,"open_interest_change_1d_pct":-12.044083201105318,"call_open_interest":50359,"put_open_interest":31126,"put_call_open_interest_ratio":0.6180821700192617,"nearest_expiration_max_pain":30,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":3.5196703722410088,"all_expiration_max_pain":23,"net_gamma_exposure":3616146.8645998575,"net_gamma_exposure_per_100k_open_interest":4437806.792170163,"gamma_exposure_flip":20.37440337879814,"gamma_exposure_flip_distance_pct":-29.69494927319144,"call_wall":28,"call_wall_distance_pct":-3.3816409859083922,"put_wall":30,"put_wall_distance_pct":3.5196703722410088,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":734},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SVIX","price":28.98,"totalOi":95748,"analysisCoverage":1,"avgIvPct":234.7,"ivRank":77.6,"iv52wHighPct":279.1,"iv52wLowPct":80.72,"frontDte":7,"frontAtmIvPct":38.7046,"backAtmIvPct":57.4514,"termPremiumPp":-18.7468,"expectedMoveFrontPct":5.36,"straddleFrontPct":4.14,"straddle30dPct":10.52,"riskReversalFrontPp":1.25,"riskReversal30dPp":28.66,"butterflyFrontPp":25.48,"butterfly30dPp":12.81,"putCallOiRatio":0.681,"putCallOiFrontRatio":1.624,"putCallVolumeFrontRatio":0.957,"optionVolume":14823,"volumeOiRatio":0.154813,"netDeltaNormalized":0.221353,"dealerDeltaNormalized":-0.198743,"gexPer100kOi":2189489.911016,"vannaPer100kOi":7.310858,"charmPer100kOi":-116202.949409,"weekendDeltaShiftPer100kOi":-348608.848227,"ivSurfaceRangePp":176.2,"gammaFlipDistancePct":-24.085576,"maxPainDistancePct":-15.458937,"peakCallDistancePct":-3.381643,"peakPutDistancePct":-37.888199},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SVIX.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."}