{"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/SITM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SITM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SITM.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":"SITM","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":472.1400146484375,"previous_close":501.5899963378906,"delta_neutral":581.939983278962,"gamma_neutral":611.0676481255451,"gamma_max":851.8626039453952,"total_open_interest":10431,"previous_open_interest":12943,"listed_contracts":485,"listed_calls":287,"listed_puts":232,"gamma_max_distance_pct":80.42584350316184,"delta_neutral_distance_pct":23.255806587857887,"gamma_neutral_distance_pct":29.425091957214267,"open_interest_change_1d_pct":-19.408174302711892,"call_open_interest":5077,"put_open_interest":5354,"put_call_open_interest_ratio":1.0545597793972818,"nearest_expiration_max_pain":580,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":22.844915068653236,"all_expiration_max_pain":650,"net_gamma_exposure":-172748.63974061803,"net_gamma_exposure_per_100k_open_interest":-1656108.1367138152,"gamma_exposure_flip":611.0676481255451,"gamma_exposure_flip_distance_pct":29.425091957214267,"call_wall":650,"call_wall_distance_pct":37.671025507973454,"put_wall":540,"put_wall_distance_pct":14.372851960470257,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1937},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":472.14,"totalOi":13270,"analysisCoverage":1,"avgIvPct":303.6,"ivRank":100,"iv52wHighPct":303.6,"iv52wLowPct":78.7,"frontDte":35,"termPremiumPp":10.9628,"riskReversalFrontPp":-2.51,"riskReversal30dPp":-2.51,"butterflyFrontPp":0.98,"butterfly30dPp":0.98,"putCallOiRatio":0.974,"putCallOiFrontRatio":0.866,"putCallVolumeFrontRatio":0.574,"optionVolume":1439,"volumeOiRatio":0.10844,"netDeltaNormalized":-0.176188,"dealerDeltaNormalized":0.176188,"gexPer100kOi":-14461501.130369,"vannaPer100kOi":1032.403919,"charmPer100kOi":3556209.495102,"weekendDeltaShiftPer100kOi":10668620.94951,"ivSurfaceRangePp":19.7,"gammaFlipDistancePct":null,"maxPainDistancePct":31.316982,"peakCallDistancePct":50.379125,"peakPutDistancePct":5.900792},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SITM.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."}