{"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/SIG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SIG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SIG.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":"SIG","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":118.48999786376953,"previous_close":118.16000366210938,"delta_neutral":91.3719323001342,"gamma_neutral":78.52999648062064,"gamma_max":112.68280860799032,"total_open_interest":13852,"previous_open_interest":19040,"listed_contracts":298,"listed_calls":170,"listed_puts":174,"gamma_max_distance_pct":-4.900995324901479,"delta_neutral_distance_pct":-22.886375265879863,"gamma_neutral_distance_pct":-33.724366700632196,"open_interest_change_1d_pct":-27.247899159663863,"call_open_interest":9732,"put_open_interest":4120,"put_call_open_interest_ratio":0.42334566378956023,"nearest_expiration_max_pain":99,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":-16.448643948983438,"all_expiration_max_pain":92,"net_gamma_exposure":1468987.938223846,"net_gamma_exposure_per_100k_open_interest":10604879.715736687,"gamma_exposure_flip":78.52999648062064,"gamma_exposure_flip_distance_pct":-33.724366700632196,"call_wall":115,"call_wall_distance_pct":-2.945394486192882,"put_wall":80,"put_wall_distance_pct":-32.483752686047225,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1714},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":118.49,"totalOi":19877,"analysisCoverage":1,"avgIvPct":238.9,"ivRank":73.6,"iv52wHighPct":300.1,"iv52wLowPct":68.1,"frontDte":7,"termPremiumPp":-1.4442,"riskReversalFrontPp":6.04,"riskReversal30dPp":6.04,"butterflyFrontPp":-0.45,"butterfly30dPp":0.53,"putCallOiRatio":0.665,"putCallOiFrontRatio":0.836,"putCallVolumeFrontRatio":0.363,"optionVolume":1421,"volumeOiRatio":0.07149,"netDeltaNormalized":0.30976,"dealerDeltaNormalized":-0.273169,"gexPer100kOi":9628459.827942,"vannaPer100kOi":321.980178,"charmPer100kOi":-1235030.437189,"weekendDeltaShiftPer100kOi":-3705086.280626,"ivSurfaceRangePp":153.2,"gammaFlipDistancePct":-3.848426,"maxPainDistancePct":-15.604692,"peakCallDistancePct":-15.604692,"peakPutDistancePct":1.274369},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SIG.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."}