{"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/SVIX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/SVIX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/SVIX.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":"SVIX","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":26.899999618530273,"previous_close":29.40999984741211,"delta_neutral":25.240451460926742,"gamma_neutral":17.355869873260467,"gamma_max":30.46321473052297,"total_open_interest":79208,"previous_open_interest":92411,"listed_contracts":548,"listed_calls":329,"listed_puts":326,"gamma_max_distance_pct":13.24615302053071,"delta_neutral_distance_pct":-6.169324093448457,"gamma_neutral_distance_pct":-35.48003673091229,"open_interest_change_1d_pct":-14.28726017465453,"call_open_interest":45207,"put_open_interest":34001,"put_call_open_interest_ratio":0.7521180348176167,"nearest_expiration_max_pain":30,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":11.524165150300847,"all_expiration_max_pain":24.5,"net_gamma_exposure":1410068.8553481414,"net_gamma_exposure_per_100k_open_interest":1780210.149666879,"gamma_exposure_flip":17.355869873260467,"gamma_exposure_flip_distance_pct":-35.48003673091229,"call_wall":28,"call_wall_distance_pct":4.089220806947457,"put_wall":29,"put_wall_distance_pct":7.806692978624152,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":715},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":26.9,"totalOi":91469,"analysisCoverage":1,"avgIvPct":216.9,"ivRank":69.4,"iv52wHighPct":279.1,"iv52wLowPct":75.5,"frontDte":7,"termPremiumPp":29.2451,"riskReversalFrontPp":41.3,"riskReversal30dPp":-28.52,"butterflyFrontPp":-1.31,"butterfly30dPp":9.66,"putCallOiRatio":0.823,"putCallOiFrontRatio":1.41,"putCallVolumeFrontRatio":0.46,"optionVolume":22690,"volumeOiRatio":0.248062,"netDeltaNormalized":0.103755,"dealerDeltaNormalized":-0.100895,"gexPer100kOi":336200.133379,"vannaPer100kOi":48.103729,"charmPer100kOi":543785.326176,"weekendDeltaShiftPer100kOi":1631355.978528,"ivSurfaceRangePp":122.6,"gammaFlipDistancePct":-27.992565,"maxPainDistancePct":-7.063197,"peakCallDistancePct":-25.650558,"peakPutDistancePct":48.698885},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/SVIX.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."}