{"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/SSO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SSO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SSO.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":"SSO","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":69.25,"previous_close":70.81999969482422,"delta_neutral":64.67628980036957,"gamma_neutral":58.53170079903542,"gamma_max":75.32093393071514,"total_open_interest":22286,"previous_open_interest":25978,"listed_contracts":415,"listed_calls":253,"listed_puts":240,"gamma_max_distance_pct":8.766691596700566,"delta_neutral_distance_pct":-6.604635667336356,"gamma_neutral_distance_pct":-15.47768837684416,"open_interest_change_1d_pct":-14.212025560089305,"call_open_interest":14906,"put_open_interest":7380,"put_call_open_interest_ratio":0.49510264323091374,"nearest_expiration_max_pain":71,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":2.527075812274368,"all_expiration_max_pain":45,"net_gamma_exposure":193045.28163684008,"net_gamma_exposure_per_100k_open_interest":866217.722502199,"gamma_exposure_flip":58.53170079903542,"gamma_exposure_flip_distance_pct":-15.47768837684416,"call_wall":70,"call_wall_distance_pct":1.083032490974729,"put_wall":70,"put_wall_distance_pct":1.083032490974729,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1387},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":69.25,"totalOi":26080,"analysisCoverage":1,"avgIvPct":107,"ivRank":100,"iv52wHighPct":107,"iv52wLowPct":35.7,"frontDte":7,"termPremiumPp":2.07,"riskReversalFrontPp":-48.26,"riskReversal30dPp":-2.5,"butterflyFrontPp":1.89,"butterfly30dPp":1.89,"putCallOiRatio":0.593,"putCallOiFrontRatio":1.949,"putCallVolumeFrontRatio":9.263,"optionVolume":2424,"volumeOiRatio":0.092945,"netDeltaNormalized":0.310146,"dealerDeltaNormalized":-0.296542,"gexPer100kOi":-2767291.909509,"vannaPer100kOi":-1556.748466,"charmPer100kOi":297580.521472,"weekendDeltaShiftPer100kOi":892737.730061,"ivSurfaceRangePp":86.7,"gammaFlipDistancePct":-39.422383,"maxPainDistancePct":-27.797834,"peakCallDistancePct":51.624549,"peakPutDistancePct":-1.805054},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SSO.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."}