{"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/ASX","markdown_url":"https://halfonadouble.com/stock/ASX.md","history_url":"https://halfonadouble.com/api/v1/history/ASX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ASX.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":"ASX","page_tier":"A","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":39.529998779296875,"previous_close":41.88999938964844,"delta_neutral":36.50993048086763,"gamma_neutral":34.83968605725824,"gamma_max":48.55871701770396,"total_open_interest":124087,"previous_open_interest":145350,"listed_contracts":195,"listed_calls":127,"listed_puts":112,"gamma_max_distance_pct":22.840168270219415,"delta_neutral_distance_pct":-7.639940277486046,"gamma_neutral_distance_pct":-11.865198246591145,"open_interest_change_1d_pct":-14.628826969384246,"call_open_interest":82781,"put_open_interest":41306,"put_call_open_interest_ratio":0.49897923436537367,"nearest_expiration_max_pain":45,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":13.837595217857531,"all_expiration_max_pain":37.5,"net_gamma_exposure":3394730.83849151,"net_gamma_exposure_per_100k_open_interest":2735766.710849251,"gamma_exposure_flip":34.83968605725824,"gamma_exposure_flip_distance_pct":-11.865198246591145,"call_wall":47.5,"call_wall_distance_pct":20.16190606329406,"put_wall":35,"put_wall_distance_pct":-11.459648163888586,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":535},"history_summary":{"first_date":"2021-07-22","last_date":"2026-10-16","session_count":1243,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":43.65079365079365,"gamma_max_cross_count":39,"delta_neutral_cross_count":0,"gamma_max_prior_sessions_closer_pct":99.20634920634922,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":0.7936507936507936,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":84.12698412698413,"open_interest_change_1d_contracts":-21263,"open_interest_change_z_252":-2.8143140455075906,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":-5.328409793165536,"open_interest_change_21_sessions_pct":-15.01239675081846,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-9466,"put_change_contracts":-11797,"call_growth_pct":-10.261580322395309,"put_growth_pct":-22.215317402030017,"call_minus_put_growth_pp":11.953737079634708},"five_sessions":{"call_change_contracts":-3026,"put_change_contracts":-3958,"call_growth_pct":-3.526518815481255,"put_growth_pct":-8.744255920820079,"call_minus_put_growth_pp":5.2177371053388235},"call_change_surprise":{"z_score":-1.491289419732547,"comparison_sessions":252},"put_change_surprise":{"z_score":-7.6119423040723815,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":1.1755538307785616,"comparison_sessions":242}}},"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":62.024295412072824,"directional_score":-0.4092994553406122,"catalyst_reasons":["volume/OI 0.16","IV rank 100","smile convexity 10.8 pp"],"features":{"price":39.53,"totalOi":152214,"analysisCoverage":1,"avgIvPct":230.1,"ivRank":100,"iv52wHighPct":230.1,"iv52wLowPct":60.3,"frontDte":35,"termPremiumPp":4.183,"riskReversalFrontPp":2.46,"riskReversal30dPp":2.46,"butterflyFrontPp":10.82,"butterfly30dPp":10.82,"putCallOiRatio":0.647,"putCallOiFrontRatio":0.153,"putCallVolumeFrontRatio":5.831,"optionVolume":24853,"volumeOiRatio":0.163277,"netDeltaNormalized":0.009607,"dealerDeltaNormalized":-0.009607,"gexPer100kOi":969417.011576,"vannaPer100kOi":2901.178604,"charmPer100kOi":-32048.300419,"weekendDeltaShiftPer100kOi":-96144.244288,"ivSurfaceRangePp":22.1,"gammaFlipDistancePct":20.035416,"maxPainDistancePct":1.18897,"peakCallDistancePct":20.161902,"peakPutDistancePct":-11.459651},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ASX.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":[{"direction":"above","event_count":33,"completed_path_count":32,"latest_cross_date":"2026-10-09","horizons":[{"sessions":1,"sample_size":33,"median_return_pct":-0.2944036722920318,"p25_return_pct":-1.7218557769104414,"p75_return_pct":1.087834250940678,"above_zero_pct":45.45454545454545,"median_interval_low_pct":-1.3972089513656583,"median_interval_high_pct":0.3937004178520276,"median_interval_nominal_coverage_pct":91.98566875420511,"confidence_floor_pct":0},{"sessions":3,"sample_size":33,"median_return_pct":-1.7664313926762154,"p25_return_pct":-3.561648923568017,"p75_return_pct":1.923073848341894,"above_zero_pct":39.39393939393939,"median_interval_low_pct":-2.961502342997935,"median_interval_high_pct":0.5464519318593597,"median_interval_nominal_coverage_pct":91.98566875420511,"confidence_floor_pct":0},{"sessions":5,"sample_size":33,"median_return_pct":-0.2944036722920318,"p25_return_pct":-3.807108964187478,"p75_return_pct":2.810077232836239,"above_zero_pct":48.484848484848484,"median_interval_low_pct":-2.961502342997935,"median_interval_high_pct":1.6467061308882647,"median_interval_nominal_coverage_pct":91.98566875420511,"confidence_floor_pct":0},{"sessions":10,"sample_size":32,"median_return_pct":-0.022869602466424332,"p25_return_pct":-2.7159243255207355,"p75_return_pct":9.867478401124286,"above_zero_pct":50,"median_interval_low_pct":-1.796410149226224,"median_interval_high_pct":6.626212358452288,"median_interval_nominal_coverage_pct":94.98975402675569,"confidence_floor_pct":0}]},{"direction":"below","event_count":31,"completed_path_count":29,"latest_cross_date":"2026-10-13","horizons":[{"sessions":1,"sample_size":31,"median_return_pct":-0.9784229394797284,"p25_return_pct":-2.5538358018368736,"p75_return_pct":0.7104235188346353,"above_zero_pct":35.483870967741936,"median_interval_low_pct":-1.9230823062431623,"median_interval_high_pct":0.09066390864853613,"median_interval_nominal_coverage_pct":92.92444540187716,"confidence_floor_pct":0},{"sessions":3,"sample_size":31,"median_return_pct":-1.106636431799557,"p25_return_pct":-3.6979987466892683,"p75_return_pct":2.7468879936777046,"above_zero_pct":38.70967741935484,"median_interval_low_pct":-2.5303643431601963,"median_interval_high_pct":2.0211745063313025,"median_interval_nominal_coverage_pct":92.92444540187716,"confidence_floor_pct":0},{"sessions":5,"sample_size":30,"median_return_pct":0.6917652554499165,"p25_return_pct":-4.770750721578793,"p75_return_pct":2.8185809895923786,"above_zero_pct":56.666666666666664,"median_interval_low_pct":-3.118707032484891,"median_interval_high_pct":2.3166093894394724,"median_interval_nominal_coverage_pct":90.1262853294611,"confidence_floor_pct":0},{"sessions":10,"sample_size":29,"median_return_pct":0.09990238414763208,"p25_return_pct":-2.8074871338434115,"p75_return_pct":4.165713643625479,"above_zero_pct":51.724137931034484,"median_interval_low_pct":-1.4505879536318877,"median_interval_high_pct":2.0380447370427657,"median_interval_nominal_coverage_pct":93.85716542601585,"confidence_floor_pct":0}]}],"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."}