{"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/SVOL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SVOL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SVOL.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":"SVOL","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":16.420000076293945,"previous_close":16.3700008392334,"delta_neutral":16.088859576716715,"gamma_neutral":15.609565079233244,"gamma_max":16.692152962092187,"total_open_interest":2482,"previous_open_interest":2472,"listed_contracts":33,"listed_calls":16,"listed_puts":24,"gamma_max_distance_pct":1.657447530655968,"delta_neutral_distance_pct":-2.0166900002351906,"gamma_neutral_distance_pct":-4.935657693636379,"open_interest_change_1d_pct":0.40453074433656955,"call_open_interest":1326,"put_open_interest":1156,"put_call_open_interest_ratio":0.8717948717948718,"nearest_expiration_max_pain":16,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.557856725593517,"all_expiration_max_pain":16,"net_gamma_exposure":299778.61640215636,"net_gamma_exposure_per_100k_open_interest":12078107.026678339,"gamma_exposure_flip":15.609565079233244,"gamma_exposure_flip_distance_pct":-4.935657693636379,"call_wall":17,"call_wall_distance_pct":3.5322772290568882,"put_wall":16,"put_wall_distance_pct":-2.557856725593517,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3059},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"SVOL","price":16.42,"totalOi":2482,"analysisCoverage":0.9444,"avgIvPct":77.8,"ivRank":36,"iv52wHighPct":128.52,"iv52wLowPct":49.26,"frontDte":14,"frontAtmIvPct":98.5972,"backAtmIvPct":41.4032,"termPremiumPp":57.194,"expectedMoveFrontPct":19.31,"straddleFrontPct":11.27,"straddle30dPct":11.27,"riskReversalFrontPp":206.33,"riskReversal30dPp":206.33,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.872,"putCallOiFrontRatio":1.929,"putCallVolumeFrontRatio":0,"optionVolume":41,"volumeOiRatio":0.016519,"netDeltaNormalized":0.076766,"dealerDeltaNormalized":-0.076519,"gexPer100kOi":1804753.021757,"vannaPer100kOi":1813.053989,"charmPer100kOi":1330096.696213,"weekendDeltaShiftPer100kOi":3990290.088638,"ivSurfaceRangePp":167.2,"gammaFlipDistancePct":-0.730816,"maxPainDistancePct":-2.557856,"peakCallDistancePct":null,"peakPutDistancePct":-2.557856},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SVOL.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."}