{"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/FAS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/FAS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/FAS.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":"FAS","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":156.61000061035156,"previous_close":154.57000732421875,"delta_neutral":131.8721114514851,"gamma_neutral":108.12588851297824,"gamma_max":162.80081325636712,"total_open_interest":46844,"previous_open_interest":54046,"listed_contracts":1188,"listed_calls":782,"listed_puts":562,"gamma_max_distance_pct":3.9530123375827126,"delta_neutral_distance_pct":-15.795855349247311,"gamma_neutral_distance_pct":-30.95850322994548,"open_interest_change_1d_pct":-13.325685527143543,"call_open_interest":34365,"put_open_interest":12479,"put_call_open_interest_ratio":0.36313109268150734,"nearest_expiration_max_pain":150,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":-4.220675936779644,"all_expiration_max_pain":125.910004,"net_gamma_exposure":2876385.489446713,"net_gamma_exposure_per_100k_open_interest":6140349.862195186,"gamma_exposure_flip":108.12588851297824,"gamma_exposure_flip_distance_pct":-30.95850322994548,"call_wall":160,"call_wall_distance_pct":2.164612334101713,"put_wall":150,"put_wall_distance_pct":-4.220675936779644,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":963},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":156.61,"totalOi":55438,"analysisCoverage":1,"avgIvPct":130.2,"ivRank":82.6,"iv52wHighPct":145.6,"iv52wLowPct":56.91,"frontDte":7,"termPremiumPp":3.0088,"riskReversalFrontPp":13.55,"riskReversal30dPp":12.06,"butterflyFrontPp":3.35,"butterfly30dPp":2.1,"putCallOiRatio":0.402,"putCallOiFrontRatio":0.508,"putCallVolumeFrontRatio":0.169,"optionVolume":3917,"volumeOiRatio":0.070656,"netDeltaNormalized":0.216726,"dealerDeltaNormalized":-0.194767,"gexPer100kOi":10762088.152531,"vannaPer100kOi":979.472564,"charmPer100kOi":-1507808.723258,"weekendDeltaShiftPer100kOi":-4523426.169775,"ivSurfaceRangePp":113.7,"gammaFlipDistancePct":1.519699,"maxPainDistancePct":-15.133131,"peakCallDistancePct":5.357257,"peakPutDistancePct":2.164613},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/FAS.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."}