{"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/TENB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/TENB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/TENB.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":"TENB","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":36.849998474121094,"previous_close":36.11000061035156,"delta_neutral":31.67191862542385,"gamma_neutral":29.87447475725319,"gamma_max":38.78561223175764,"total_open_interest":25635,"previous_open_interest":25529,"listed_contracts":165,"listed_calls":111,"listed_puts":81,"gamma_max_distance_pct":5.252683413259521,"delta_neutral_distance_pct":-14.051777647517923,"gamma_neutral_distance_pct":-18.929508835031985,"open_interest_change_1d_pct":0.4152140702730229,"call_open_interest":18848,"put_open_interest":6787,"put_call_open_interest_ratio":0.36009125636672323,"nearest_expiration_max_pain":36,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-2.3066445300344536,"all_expiration_max_pain":30,"net_gamma_exposure":2347503.7004535305,"net_gamma_exposure_per_100k_open_interest":9157416.424628556,"gamma_exposure_flip":29.87447475725319,"gamma_exposure_flip_distance_pct":-18.929508835031985,"call_wall":38,"call_wall_distance_pct":3.1207641071858547,"put_wall":30,"put_wall_distance_pct":-18.588870441695377,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1389},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"TENB","price":36.85,"totalOi":25635,"analysisCoverage":1,"avgIvPct":74.2,"ivRank":7,"iv52wHighPct":112.99,"iv52wLowPct":71.3,"frontDte":14,"frontAtmIvPct":68.6249,"backAtmIvPct":70.9067,"termPremiumPp":-2.2818,"expectedMoveFrontPct":13.44,"straddleFrontPct":10.24,"straddle30dPct":10.24,"riskReversalFrontPp":-1.42,"riskReversal30dPp":-1.42,"butterflyFrontPp":9.73,"butterfly30dPp":9.73,"putCallOiRatio":0.36,"putCallOiFrontRatio":0.629,"putCallVolumeFrontRatio":0.072,"optionVolume":358,"volumeOiRatio":0.013965,"netDeltaNormalized":0.274504,"dealerDeltaNormalized":-0.273454,"gexPer100kOi":3764764.306612,"vannaPer100kOi":1813.926273,"charmPer100kOi":-1870614.394383,"weekendDeltaShiftPer100kOi":-5611843.183148,"ivSurfaceRangePp":84.3,"gammaFlipDistancePct":-67.164179,"maxPainDistancePct":-18.588874,"peakCallDistancePct":3.12076,"peakPutDistancePct":22.116689},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/TENB.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."}