{"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/SNEX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SNEX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SNEX.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":"SNEX","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":57.15999984741211,"previous_close":59.91999816894531,"delta_neutral":56.263687171997034,"gamma_neutral":48.17643601815897,"gamma_max":68.81325123089184,"total_open_interest":995,"previous_open_interest":1857,"listed_contracts":55,"listed_calls":37,"listed_puts":22,"gamma_max_distance_pct":20.387073853372872,"delta_neutral_distance_pct":-1.5680767631346575,"gamma_neutral_distance_pct":-15.716521786624654,"open_interest_change_1d_pct":-46.41895530425417,"call_open_interest":697,"put_open_interest":298,"put_call_open_interest_ratio":0.42754662840746055,"nearest_expiration_max_pain":60,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":4.968509727377947,"all_expiration_max_pain":65,"net_gamma_exposure":37824.22700064235,"net_gamma_exposure_per_100k_open_interest":3801429.849310789,"gamma_exposure_flip":48.17643601815897,"gamma_exposure_flip_distance_pct":-15.716521786624654,"call_wall":70,"call_wall_distance_pct":22.463261348607606,"put_wall":65,"put_wall_distance_pct":13.715885537992776,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3556},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":57.16,"totalOi":1952,"analysisCoverage":0.9444,"avgIvPct":361.5,"ivRank":100,"iv52wHighPct":361.5,"iv52wLowPct":50.1,"frontDte":35,"termPremiumPp":-2.0968,"riskReversalFrontPp":-10.87,"riskReversal30dPp":-10.87,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.284,"putCallOiFrontRatio":0.247,"putCallVolumeFrontRatio":2.348,"optionVolume":133,"volumeOiRatio":0.068135,"netDeltaNormalized":0.040318,"dealerDeltaNormalized":-0.040318,"gexPer100kOi":1874439.54918,"vannaPer100kOi":1024.590164,"charmPer100kOi":-11680.327869,"weekendDeltaShiftPer100kOi":-34989.754098,"ivSurfaceRangePp":12.1,"gammaFlipDistancePct":23.460462,"maxPainDistancePct":13.715885,"peakCallDistancePct":13.715885,"peakPutDistancePct":-3.778866},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SNEX.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."}