{"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/SIGA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SIGA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SIGA.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":"SIGA","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":3.1700000762939453,"previous_close":3.190000057220459,"delta_neutral":2.0301188065276863,"gamma_neutral":3.1700000762939453,"gamma_max":3.1055686364977824,"total_open_interest":8734,"previous_open_interest":9411,"listed_contracts":25,"listed_calls":25,"listed_puts":12,"gamma_max_distance_pct":-2.032537484083909,"delta_neutral_distance_pct":-35.95839881174063,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-7.193709488895974,"call_open_interest":7934,"put_open_interest":800,"put_call_open_interest_ratio":0.1008318628686665,"nearest_expiration_max_pain":5,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":57.7287028284716,"all_expiration_max_pain":3.8,"net_gamma_exposure":290360.565958406,"net_gamma_exposure_per_100k_open_interest":3324485.5273460727,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":4,"call_wall_distance_pct":26.18296226277728,"put_wall":4,"put_wall_distance_pct":26.18296226277728,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":2059},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":3.17,"totalOi":9423,"analysisCoverage":0.8333,"avgIvPct":5150.2,"ivRank":100,"iv52wHighPct":5150.2,"iv52wLowPct":145.67,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":-7.23,"riskReversal30dPp":-7.23,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.115,"putCallOiFrontRatio":0.349,"putCallVolumeFrontRatio":0,"optionVolume":269,"volumeOiRatio":0.028547,"netDeltaNormalized":0.405149,"dealerDeltaNormalized":-0.403731,"gexPer100kOi":105292.90035,"vannaPer100kOi":3183.699459,"charmPer100kOi":-27146.344052,"weekendDeltaShiftPer100kOi":-81428.419824,"ivSurfaceRangePp":114,"gammaFlipDistancePct":-3.154574,"maxPainDistancePct":19.873816,"peakCallDistancePct":19.873816,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SIGA.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."}