{"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/TENB","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/TENB.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/TENB.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":"TENB","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":37.20000076293945,"previous_close":39.31999969482422,"delta_neutral":27.549312605967508,"gamma_neutral":19.491456070481327,"gamma_max":39.22215362459954,"total_open_interest":13367,"previous_open_interest":26152,"listed_contracts":156,"listed_calls":103,"listed_puts":79,"gamma_max_distance_pct":5.4358946779233985,"delta_neutral_distance_pct":-25.942709567324673,"gamma_neutral_distance_pct":-47.603613788363916,"open_interest_change_1d_pct":-48.88727439583971,"call_open_interest":11271,"put_open_interest":2096,"put_call_open_interest_ratio":0.1859639783515216,"nearest_expiration_max_pain":36,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-3.2258084363669033,"all_expiration_max_pain":26,"net_gamma_exposure":928427.5488806344,"net_gamma_exposure_per_100k_open_interest":6945668.802877492,"gamma_exposure_flip":19.491456070481327,"gamma_exposure_flip_distance_pct":-47.603613788363916,"call_wall":40,"call_wall_distance_pct":7.526879515147885,"put_wall":37,"put_wall_distance_pct":-0.5376364484882058,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":1738},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":37.2,"totalOi":26198,"analysisCoverage":1,"avgIvPct":313.1,"ivRank":100,"iv52wHighPct":313.1,"iv52wLowPct":69.1,"frontDte":35,"termPremiumPp":7.4057,"riskReversalFrontPp":15.04,"riskReversal30dPp":15.04,"butterflyFrontPp":23.8,"butterfly30dPp":23.8,"putCallOiRatio":0.377,"putCallOiFrontRatio":0.092,"putCallVolumeFrontRatio":0.021,"optionVolume":1505,"volumeOiRatio":0.057447,"netDeltaNormalized":0.18509,"dealerDeltaNormalized":-0.18502,"gexPer100kOi":7482074.394992,"vannaPer100kOi":1091.686388,"charmPer100kOi":-31036.72036,"weekendDeltaShiftPer100kOi":-93113.978166,"ivSurfaceRangePp":27.9,"gammaFlipDistancePct":-67.365591,"maxPainDistancePct":-19.354839,"peakCallDistancePct":7.526882,"peakPutDistancePct":-0.537634},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/TENB.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."}