{"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/SOC","markdown_url":"https://halfonadouble.com/stock/SOC.md","history_url":"https://halfonadouble.com/api/v1/history/SOC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SOC.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":"SOC","page_tier":"A","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":3.319999933242798,"previous_close":3.319999933242798,"delta_neutral":2.6823848773381926,"gamma_neutral":3.319999933242798,"gamma_max":4.143456514821628,"total_open_interest":274460,"previous_open_interest":401018,"listed_contracts":165,"listed_calls":129,"listed_puts":97,"gamma_max_distance_pct":24.80290958242645,"delta_neutral_distance_pct":-19.20527315438278,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-31.559181882110032,"call_open_interest":233743,"put_open_interest":40717,"put_call_open_interest_ratio":0.17419559088400507,"nearest_expiration_max_pain":0.5,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":-84.93975873331941,"all_expiration_max_pain":4,"net_gamma_exposure":6443889.433365778,"net_gamma_exposure_per_100k_open_interest":2347842.8307825467,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":5,"call_wall_distance_pct":50.60241266680594,"put_wall":4,"put_wall_distance_pct":20.48193013344475,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":308},"history_summary":{"first_date":"2024-09-03","last_date":"2026-10-16","session_count":532,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":11.507936507936508,"gamma_max_cross_count":20,"delta_neutral_cross_count":13,"gamma_max_prior_sessions_closer_pct":59.523809523809526,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":43.25396825396825,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":40.07936507936508,"open_interest_change_1d_contracts":-126558,"open_interest_change_z_252":-3.3729393573794586,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":-31.18146919514464,"open_interest_change_21_sessions_pct":-34.86901900108449,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-97157,"put_change_contracts":-29401,"call_growth_pct":-29.361438501057723,"put_growth_pct":-41.93074531504036,"call_minus_put_growth_pp":12.569306813982639},"five_sessions":{"call_change_contracts":-92132,"put_change_contracts":-32225,"call_growth_pct":-28.272190257000386,"put_growth_pct":-44.178936689424475,"call_minus_put_growth_pp":15.90674643242409},"call_change_surprise":{"z_score":-3.650189114432635,"comparison_sessions":250},"put_change_surprise":{"z_score":-2.1658158130624603,"comparison_sessions":250},"call_minus_put_growth_surprise":{"z_score":2.4813141067231532,"comparison_sessions":250}}},"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":61.58839780359737,"directional_score":43.61527729333798,"catalyst_reasons":["25Δ risk reversal -150.5 pp","smile convexity -13.1 pp","IV rank 100"],"features":{"price":3.32,"totalOi":399976,"analysisCoverage":0.8889,"avgIvPct":8679.4,"ivRank":100,"iv52wHighPct":8679.4,"iv52wLowPct":144.2,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":-150.45,"riskReversal30dPp":8.71,"butterflyFrontPp":-13.05,"butterfly30dPp":-5.93,"putCallOiRatio":0.207,"putCallOiFrontRatio":0.17,"putCallVolumeFrontRatio":1.222,"optionVolume":4499,"volumeOiRatio":0.011248,"netDeltaNormalized":0.214175,"dealerDeltaNormalized":-0.211973,"gexPer100kOi":55048.795428,"vannaPer100kOi":3331.199872,"charmPer100kOi":-43131.587895,"weekendDeltaShiftPer100kOi":-129394.513671,"ivSurfaceRangePp":107.3,"gammaFlipDistancePct":42.46988,"maxPainDistancePct":20.481928,"peakCallDistancePct":50.60241,"peakPutDistancePct":-39.759036},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SOC.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":[{"direction":"above","event_count":16,"completed_path_count":16,"latest_cross_date":"2026-09-11","horizons":[{"sessions":1,"sample_size":16,"median_return_pct":-0.002868618690055058,"p25_return_pct":-2.4886481005986587,"p75_return_pct":3.453597831174482,"above_zero_pct":50,"median_interval_low_pct":-2.078138034490662,"median_interval_high_pct":3.353294124437123,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0},{"sessions":3,"sample_size":16,"median_return_pct":-2.6308138995921215,"p25_return_pct":-7.520614662647116,"p75_return_pct":2.193416998493658,"above_zero_pct":37.5,"median_interval_low_pct":-7.430995791886808,"median_interval_high_pct":1.7871999780567638,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0},{"sessions":5,"sample_size":16,"median_return_pct":-7.1210476588352885,"p25_return_pct":-12.629304443468321,"p75_return_pct":2.2836500344200426,"above_zero_pct":31.25,"median_interval_low_pct":-12.628546944746756,"median_interval_high_pct":1.688785813835647,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0},{"sessions":10,"sample_size":16,"median_return_pct":-7.640707883252074,"p25_return_pct":-18.587314394731866,"p75_return_pct":2.3106462475153746,"above_zero_pct":31.25,"median_interval_low_pct":-18.54867175617049,"median_interval_high_pct":0.8492560834195695,"median_interval_nominal_coverage_pct":92.3187255859375,"confidence_floor_pct":0}]},{"direction":"below","event_count":18,"completed_path_count":18,"latest_cross_date":"2026-09-14","horizons":[{"sessions":1,"sample_size":18,"median_return_pct":-1.129752375800569,"p25_return_pct":-3.717406308274504,"p75_return_pct":3.2373026606225155,"above_zero_pct":44.44444444444444,"median_interval_low_pct":-3.678157492410894,"median_interval_high_pct":2.904561441900122,"median_interval_nominal_coverage_pct":90.374755859375,"confidence_floor_pct":0},{"sessions":3,"sample_size":18,"median_return_pct":-1.4093008391040107,"p25_return_pct":-8.550435615982485,"p75_return_pct":4.740515640839094,"above_zero_pct":38.88888888888889,"median_interval_low_pct":-4.948614852517008,"median_interval_high_pct":1.5901087458339846,"median_interval_nominal_coverage_pct":90.374755859375,"confidence_floor_pct":0},{"sessions":5,"sample_size":18,"median_return_pct":-0.8406758723277175,"p25_return_pct":-9.82095269001917,"p75_return_pct":4.63408775045358,"above_zero_pct":50,"median_interval_low_pct":-8.785871102135111,"median_interval_high_pct":3.7946445439771104,"median_interval_nominal_coverage_pct":90.374755859375,"confidence_floor_pct":0},{"sessions":10,"sample_size":18,"median_return_pct":-3.4617049083315146,"p25_return_pct":-17.869570071627827,"p75_return_pct":5.834836745696181,"above_zero_pct":38.88888888888889,"median_interval_low_pct":-16.291393360725614,"median_interval_high_pct":1.2903213236342914,"median_interval_nominal_coverage_pct":90.374755859375,"confidence_floor_pct":0}]}],"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."}