{"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/SENS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SENS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SENS.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":"SENS","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":7.769999980926514,"previous_close":8.229999542236328,"delta_neutral":5.599315569169693,"gamma_neutral":3.180326536586551,"gamma_max":8.595624796123555,"total_open_interest":8714,"previous_open_interest":11426,"listed_contracts":23,"listed_calls":18,"listed_puts":10,"gamma_max_distance_pct":10.62580202347172,"delta_neutral_distance_pct":-27.936736384624577,"gamma_neutral_distance_pct":-59.06915644281222,"open_interest_change_1d_pct":-23.735340451601612,"call_open_interest":7995,"put_open_interest":719,"put_call_open_interest_ratio":0.08993120700437773,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":28.700129016056646,"all_expiration_max_pain":7.5,"net_gamma_exposure":637787.3063837915,"net_gamma_exposure_per_100k_open_interest":7319110.699836946,"gamma_exposure_flip":3.180326536586551,"gamma_exposure_flip_distance_pct":-59.06915644281222,"call_wall":10,"call_wall_distance_pct":28.700129016056646,"put_wall":7.5,"put_wall_distance_pct":-3.474903237957514,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2066},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":7.77,"totalOi":11432,"analysisCoverage":0.9444,"avgIvPct":9365.9,"ivRank":100,"iv52wHighPct":9365.9,"iv52wLowPct":88.45,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":-4.26,"riskReversal30dPp":-4.26,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.132,"putCallOiFrontRatio":0.528,"putCallVolumeFrontRatio":2.303,"optionVolume":665,"volumeOiRatio":0.05817,"netDeltaNormalized":0.316561,"dealerDeltaNormalized":-0.316561,"gexPer100kOi":527503.673898,"vannaPer100kOi":4636.109167,"charmPer100kOi":1312.106368,"weekendDeltaShiftPer100kOi":3936.319104,"ivSurfaceRangePp":11.2,"gammaFlipDistancePct":null,"maxPainDistancePct":-3.474903,"peakCallDistancePct":28.700129,"peakPutDistancePct":-35.649936},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SENS.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."}