{"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/SRE","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SRE.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SRE.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":"SRE","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":83.41000366210938,"previous_close":81.93000030517578,"delta_neutral":83.46939657615373,"gamma_neutral":82.52988922257234,"gamma_max":91.88609669029917,"total_open_interest":11906,"previous_open_interest":17561,"listed_contracts":68,"listed_calls":44,"listed_puts":30,"gamma_max_distance_pct":10.161962182049663,"delta_neutral_distance_pct":0.0712059842185722,"gamma_neutral_distance_pct":-1.055166527869184,"open_interest_change_1d_pct":-32.20203860827971,"call_open_interest":6655,"put_open_interest":5251,"put_call_open_interest_ratio":0.789030803906837,"nearest_expiration_max_pain":85,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":1.906241779261439,"all_expiration_max_pain":85,"net_gamma_exposure":156064.0846972809,"net_gamma_exposure_per_100k_open_interest":1310801.9880504021,"gamma_exposure_flip":82.52988922257234,"gamma_exposure_flip_distance_pct":-1.055166527869184,"call_wall":90,"call_wall_distance_pct":7.90072658980623,"put_wall":85,"put_wall_distance_pct":1.906241779261439,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"below","open_interest_rank":1831},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":83.41,"totalOi":17584,"analysisCoverage":1,"avgIvPct":389.9,"ivRank":86.1,"iv52wHighPct":445.6,"iv52wLowPct":44.2,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":-25.64,"riskReversal30dPp":-25.64,"butterflyFrontPp":-0.2,"butterfly30dPp":-0.2,"putCallOiRatio":0.572,"putCallOiFrontRatio":0.641,"putCallVolumeFrontRatio":0.069,"optionVolume":298,"volumeOiRatio":0.016947,"netDeltaNormalized":0.015456,"dealerDeltaNormalized":-0.015254,"gexPer100kOi":14414332.688808,"vannaPer100kOi":2513.648772,"charmPer100kOi":-44216.33303,"weekendDeltaShiftPer100kOi":-132654.686078,"ivSurfaceRangePp":89.8,"gammaFlipDistancePct":-1.798346,"maxPainDistancePct":1.906246,"peakCallDistancePct":1.906246,"peakPutDistancePct":-10.082724},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SRE.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."}