{"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/SOLV","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SOLV.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SOLV.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":"SOLV","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":85.80999755859375,"previous_close":87.86000061035156,"delta_neutral":80.97222514142334,"gamma_neutral":51.21706482255311,"gamma_max":98.85196396768782,"total_open_interest":9024,"previous_open_interest":17542,"listed_contracts":61,"listed_calls":40,"listed_puts":25,"gamma_max_distance_pct":15.198656077560905,"delta_neutral_distance_pct":-5.63777246802394,"gamma_neutral_distance_pct":-40.31340603688923,"open_interest_change_1d_pct":-48.55774712119484,"call_open_interest":7474,"put_open_interest":1550,"put_call_open_interest_ratio":0.2073856034252074,"nearest_expiration_max_pain":85,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-0.9439431087743108,"all_expiration_max_pain":85,"net_gamma_exposure":778587.3511643854,"net_gamma_exposure_per_100k_open_interest":8627962.668045051,"gamma_exposure_flip":51.21706482255311,"gamma_exposure_flip_distance_pct":-40.31340603688923,"call_wall":90,"call_wall_distance_pct":4.882883767180141,"put_wall":85,"put_wall_distance_pct":-0.9439431087743108,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2039},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":85.81,"totalOi":17535,"analysisCoverage":1,"avgIvPct":564.8,"ivRank":100,"iv52wHighPct":564.8,"iv52wLowPct":45.8,"frontDte":35,"termPremiumPp":0.9723,"riskReversalFrontPp":-1.32,"riskReversal30dPp":-1.32,"butterflyFrontPp":-2.92,"butterfly30dPp":-2.92,"putCallOiRatio":0.279,"putCallOiFrontRatio":0.337,"putCallVolumeFrontRatio":0.023,"optionVolume":216,"volumeOiRatio":0.012318,"netDeltaNormalized":0.066256,"dealerDeltaNormalized":-0.059629,"gexPer100kOi":-7968876.47562,"vannaPer100kOi":2018.819504,"charmPer100kOi":-74952.95124,"weekendDeltaShiftPer100kOi":-224858.853721,"ivSurfaceRangePp":12.7,"gammaFlipDistancePct":-21.197996,"maxPainDistancePct":-0.943946,"peakCallDistancePct":-0.943946,"peakPutDistancePct":4.882881},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SOLV.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."}