{"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/SNDX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SNDX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SNDX.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":"SNDX","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":12.899999618530273,"previous_close":13.649999618530273,"delta_neutral":12.004089361520018,"gamma_neutral":12.899999618530273,"gamma_max":17.99297432539288,"total_open_interest":23689,"previous_open_interest":30892,"listed_contracts":106,"listed_calls":80,"listed_puts":48,"gamma_max_distance_pct":39.48042525169361,"delta_neutral_distance_pct":-6.945040957391351,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-23.316716301955196,"call_open_interest":20110,"put_open_interest":3579,"put_call_open_interest_ratio":0.17797115862754848,"nearest_expiration_max_pain":19,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":47.28682606088878,"all_expiration_max_pain":19,"net_gamma_exposure":548005.0539377683,"net_gamma_exposure_per_100k_open_interest":2313331.3096279637,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":24,"call_wall_distance_pct":86.04651712954372,"put_wall":19,"put_wall_distance_pct":47.28682606088878,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1361},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":12.9,"totalOi":31204,"analysisCoverage":0.9444,"avgIvPct":2791.7,"ivRank":100,"iv52wHighPct":2791.7,"iv52wLowPct":86.67,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":-81.62,"riskReversal30dPp":-81.62,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.158,"putCallOiFrontRatio":0.259,"putCallVolumeFrontRatio":0.968,"optionVolume":1102,"volumeOiRatio":0.035316,"netDeltaNormalized":0.286038,"dealerDeltaNormalized":-0.286038,"gexPer100kOi":199997.340085,"vannaPer100kOi":2682.348417,"charmPer100kOi":-1011251.762595,"weekendDeltaShiftPer100kOi":-3033752.083066,"ivSurfaceRangePp":79.6,"gammaFlipDistancePct":79.922481,"maxPainDistancePct":47.286822,"peakCallDistancePct":0.775194,"peakPutDistancePct":16.27907},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SNDX.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."}