{"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/SSL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SSL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SSL.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":"SSL","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":16.34000015258789,"previous_close":15.920000076293945,"delta_neutral":9.393308521577842,"gamma_neutral":3.9393208620806295,"gamma_max":16.003093289982665,"total_open_interest":4062,"previous_open_interest":3455,"listed_contracts":24,"listed_calls":23,"listed_puts":12,"gamma_max_distance_pct":-2.06185348506173,"delta_neutral_distance_pct":-42.513412277476924,"gamma_neutral_distance_pct":-75.89154941680506,"open_interest_change_1d_pct":17.568740955137482,"call_open_interest":3705,"put_open_interest":357,"put_call_open_interest_ratio":0.09635627530364373,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-8.200735251374306,"all_expiration_max_pain":10,"net_gamma_exposure":264773.52872432116,"net_gamma_exposure_per_100k_open_interest":6518304.498383091,"gamma_exposure_flip":3.9393208620806295,"gamma_exposure_flip_distance_pct":-75.89154941680506,"call_wall":17.5,"call_wall_distance_pct":7.099142206729976,"put_wall":15,"put_wall_distance_pct":-8.200735251374306,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":2582},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":16.34,"totalOi":4509,"analysisCoverage":0.8333,"avgIvPct":764.5,"ivRank":100,"iv52wHighPct":764.5,"iv52wLowPct":66,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":3.38,"riskReversal30dPp":3.38,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.118,"putCallOiFrontRatio":1.701,"putCallVolumeFrontRatio":0,"optionVolume":127,"volumeOiRatio":0.028166,"netDeltaNormalized":0.530349,"dealerDeltaNormalized":-0.477891,"gexPer100kOi":1303156.797516,"vannaPer100kOi":-2217.786649,"charmPer100kOi":7252.162342,"weekendDeltaShiftPer100kOi":21734.309159,"ivSurfaceRangePp":47.5,"gammaFlipDistancePct":-66.401469,"maxPainDistancePct":-23.500612,"peakCallDistancePct":-54.100367,"peakPutDistancePct":-8.200734},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SSL.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."}