{"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/STAA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/STAA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/STAA.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":"STAA","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":21.270000457763672,"previous_close":22.260000228881836,"delta_neutral":19.430095835504048,"gamma_neutral":14.72721726457378,"gamma_max":24.20666944113876,"total_open_interest":7810,"previous_open_interest":8392,"listed_contracts":48,"listed_calls":32,"listed_puts":21,"gamma_max_distance_pct":13.806623978248142,"delta_neutral_distance_pct":-8.650233110775737,"gamma_neutral_distance_pct":-30.76061613718367,"open_interest_change_1d_pct":-6.935176358436607,"call_open_interest":5381,"put_open_interest":2429,"put_call_open_interest_ratio":0.45140308492845194,"nearest_expiration_max_pain":20,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-5.9708529874531076,"all_expiration_max_pain":22.5,"net_gamma_exposure":338646.3361561043,"net_gamma_exposure_per_100k_open_interest":4336060.64220364,"gamma_exposure_flip":14.72721726457378,"gamma_exposure_flip_distance_pct":-30.76061613718367,"call_wall":25,"call_wall_distance_pct":17.536433765683615,"put_wall":17.5,"put_wall_distance_pct":-17.72449636402147,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2155},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":21.27,"totalOi":8400,"analysisCoverage":0.8889,"avgIvPct":339.7,"ivRank":88.5,"iv52wHighPct":375,"iv52wLowPct":67.4,"frontDte":null,"termPremiumPp":null,"riskReversalFrontPp":10.36,"riskReversal30dPp":10.36,"butterflyFrontPp":4.27,"butterfly30dPp":4.27,"putCallOiRatio":0.428,"putCallOiFrontRatio":0.485,"putCallVolumeFrontRatio":0.118,"optionVolume":29,"volumeOiRatio":0.003452,"netDeltaNormalized":0.082942,"dealerDeltaNormalized":-0.082932,"gexPer100kOi":1148507.857143,"vannaPer100kOi":3452.380952,"charmPer100kOi":-26107.142857,"weekendDeltaShiftPer100kOi":-78309.52381,"ivSurfaceRangePp":61.7,"gammaFlipDistancePct":-2.068641,"maxPainDistancePct":5.782793,"peakCallDistancePct":17.536436,"peakPutDistancePct":-17.724495},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/STAA.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."}