{"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/SEPN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SEPN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SEPN.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":"SEPN","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":36.349998474121094,"previous_close":37.45000076293945,"delta_neutral":29.562098190654588,"gamma_neutral":25.72784837876832,"gamma_max":39.73978359339934,"total_open_interest":2297,"previous_open_interest":2489,"listed_contracts":55,"listed_calls":34,"listed_puts":27,"gamma_max_distance_pct":9.325406496761085,"delta_neutral_distance_pct":-18.67372921156809,"gamma_neutral_distance_pct":-29.22187219049011,"open_interest_change_1d_pct":-7.713941341904379,"call_open_interest":1321,"put_open_interest":976,"put_call_open_interest_ratio":0.7388342165026495,"nearest_expiration_max_pain":30,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-17.469047429649528,"all_expiration_max_pain":35,"net_gamma_exposure":51403.65936057683,"net_gamma_exposure_per_100k_open_interest":2237860.660016405,"gamma_exposure_flip":25.72784837876832,"gamma_exposure_flip_distance_pct":-29.22187219049011,"call_wall":40,"call_wall_distance_pct":10.041270093800629,"put_wall":30,"put_wall_distance_pct":-17.469047429649528,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2994},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":36.35,"totalOi":2488,"analysisCoverage":0.8333,"avgIvPct":979.8,"ivRank":100,"iv52wHighPct":979.8,"iv52wLowPct":95.1,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":5.27,"riskReversal30dPp":5.27,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.684,"putCallOiFrontRatio":4,"putCallVolumeFrontRatio":0,"optionVolume":12,"volumeOiRatio":0.004823,"netDeltaNormalized":0.179132,"dealerDeltaNormalized":-0.1751,"gexPer100kOi":862112.138264,"vannaPer100kOi":2934.083601,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":5.3,"gammaFlipDistancePct":8.69326,"maxPainDistancePct":-9.215956,"peakCallDistancePct":4.539202,"peakPutDistancePct":4.539202},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SEPN.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."}