{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/SA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SA.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"SA","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":26,"previous_close":26.059999465942383,"delta_neutral":21.65005251706353,"gamma_neutral":26,"gamma_max":31.856294834938954,"total_open_interest":48833,"previous_open_interest":63717,"listed_contracts":192,"listed_calls":120,"listed_puts":90,"gamma_max_distance_pct":22.524210903611362,"delta_neutral_distance_pct":-16.73056724206335,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-23.359542979110756,"call_open_interest":41460,"put_open_interest":7373,"put_call_open_interest_ratio":0.17783405692233478,"nearest_expiration_max_pain":25,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-3.8461538461538463,"all_expiration_max_pain":25,"net_gamma_exposure":2298354.8285998623,"net_gamma_exposure_per_100k_open_interest":4706560.78594365,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":30,"call_wall_distance_pct":15.384615384615385,"put_wall":23,"put_wall_distance_pct":-11.538461538461538,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":940},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":26,"totalOi":64436,"analysisCoverage":1,"avgIvPct":247.7,"ivRank":96.4,"iv52wHighPct":254.6,"iv52wLowPct":64.6,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":-2.9,"riskReversal30dPp":-2.9,"butterflyFrontPp":1.96,"butterfly30dPp":1.96,"putCallOiRatio":0.206,"putCallOiFrontRatio":0.205,"putCallVolumeFrontRatio":0.824,"optionVolume":2388,"volumeOiRatio":0.03706,"netDeltaNormalized":0.130946,"dealerDeltaNormalized":-0.130946,"gexPer100kOi":-273817.524365,"vannaPer100kOi":1815.755168,"charmPer100kOi":-98431.001304,"weekendDeltaShiftPer100kOi":-295293.003911,"ivSurfaceRangePp":38.6,"gammaFlipDistancePct":null,"maxPainDistancePct":-3.846154,"peakCallDistancePct":-3.846154,"peakPutDistancePct":-15.384615},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SA.json?date=2026-10-16&public_schema=4","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."}