{"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/SEI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SEI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SEI.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":"SEI","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":62.7400016784668,"previous_close":65.16000366210938,"delta_neutral":50.528298629384715,"gamma_neutral":36.981101724971396,"gamma_max":72.15629369921488,"total_open_interest":58336,"previous_open_interest":76308,"listed_contracts":251,"listed_calls":166,"listed_puts":134,"gamma_max_distance_pct":15.008434441881574,"delta_neutral_distance_pct":-19.463982662393363,"gamma_neutral_distance_pct":-41.056581549847486,"open_interest_change_1d_pct":-23.55192116160822,"call_open_interest":42733,"put_open_interest":15603,"put_call_open_interest_ratio":0.3651276531018183,"nearest_expiration_max_pain":60,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-4.367232395862689,"all_expiration_max_pain":62.5,"net_gamma_exposure":2209151.4295006995,"net_gamma_exposure_per_100k_open_interest":3786943.618864337,"gamma_exposure_flip":36.981101724971396,"gamma_exposure_flip_distance_pct":-41.056581549847486,"call_wall":80,"call_wall_distance_pct":27.510356805516416,"put_wall":80,"put_wall_distance_pct":27.510356805516416,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":854},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":62.74,"totalOi":78961,"analysisCoverage":1,"avgIvPct":251.3,"ivRank":100,"iv52wHighPct":251.3,"iv52wLowPct":79.3,"frontDte":35,"termPremiumPp":8.4459,"riskReversalFrontPp":1.55,"riskReversal30dPp":1.55,"butterflyFrontPp":5.32,"butterfly30dPp":5.32,"putCallOiRatio":0.462,"putCallOiFrontRatio":0.458,"putCallVolumeFrontRatio":0.373,"optionVolume":4955,"volumeOiRatio":0.062752,"netDeltaNormalized":0.082264,"dealerDeltaNormalized":-0.082168,"gexPer100kOi":2005701.612188,"vannaPer100kOi":2092.172085,"charmPer100kOi":-319952.888135,"weekendDeltaShiftPer100kOi":-959859.930852,"ivSurfaceRangePp":35.6,"gammaFlipDistancePct":1.928594,"maxPainDistancePct":7.586866,"peakCallDistancePct":19.540963,"peakPutDistancePct":11.571565},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SEI.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."}