{"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/STRA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/STRA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/STRA.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":"STRA","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":81.33000183105469,"previous_close":82.38999938964844,"delta_neutral":85.39715663753313,"gamma_neutral":104.55365908022875,"gamma_max":116.65763346116643,"total_open_interest":478,"previous_open_interest":1530,"listed_contracts":37,"listed_calls":20,"listed_puts":19,"gamma_max_distance_pct":43.43739190304849,"delta_neutral_distance_pct":5.000805010341777,"gamma_neutral_distance_pct":28.554846583449173,"open_interest_change_1d_pct":-68.75816993464052,"call_open_interest":158,"put_open_interest":320,"put_call_open_interest_ratio":2.0253164556962027,"nearest_expiration_max_pain":85,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":4.5124776666904935,"all_expiration_max_pain":85,"net_gamma_exposure":-32136.64829423229,"net_gamma_exposure_per_100k_open_interest":-6723148.178709684,"gamma_exposure_flip":104.55365908022875,"gamma_exposure_flip_distance_pct":28.554846583449173,"call_wall":85,"call_wall_distance_pct":4.5124776666904935,"put_wall":80,"put_wall_distance_pct":-1.6353151372324763,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"below","open_interest_rank":3963},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":81.33,"totalOi":1529,"analysisCoverage":0.8333,"avgIvPct":556.6,"ivRank":100,"iv52wHighPct":556.6,"iv52wLowPct":41.7,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.644,"putCallOiFrontRatio":1.817,"putCallVolumeFrontRatio":0,"optionVolume":30,"volumeOiRatio":0.019621,"netDeltaNormalized":0.051347,"dealerDeltaNormalized":-0.045376,"gexPer100kOi":6233838.456508,"vannaPer100kOi":130.804447,"charmPer100kOi":109352.517986,"weekendDeltaShiftPer100kOi":328122.956181,"ivSurfaceRangePp":31.6,"gammaFlipDistancePct":1.6722,"maxPainDistancePct":-1.635313,"peakCallDistancePct":10.660273,"peakPutDistancePct":-1.635313},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/STRA.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."}