{"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/FEM","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/FEM.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/FEM.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":"FEM","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":32.18000030517578,"previous_close":32.650001525878906,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":83,"previous_open_interest":83,"listed_contracts":16,"listed_calls":9,"listed_puts":7,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":25,"put_open_interest":58,"put_call_open_interest_ratio":2.32,"nearest_expiration_max_pain":28,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-12.989435256479709,"all_expiration_max_pain":28,"net_gamma_exposure":2805.012997933273,"net_gamma_exposure_per_100k_open_interest":3379533.732449726,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":32,"call_wall_distance_pct":-0.5593545788339545,"put_wall":21,"put_wall_distance_pct":-34.74207644235978,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4727},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.6111,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":32.18,"totalOi":83,"analysisCoverage":0.6111,"avgIvPct":53.9,"ivRank":67.6,"iv52wHighPct":59.8,"iv52wLowPct":41.6,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2.32,"putCallOiFrontRatio":2.28,"putCallVolumeFrontRatio":0,"optionVolume":560,"volumeOiRatio":6.746988,"netDeltaNormalized":0.039759,"dealerDeltaNormalized":-0.039759,"gexPer100kOi":1161831.325301,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":null,"gammaFlipDistancePct":-0.932256,"maxPainDistancePct":-12.989434,"peakCallDistancePct":30.515848,"peakPutDistancePct":-16.096955},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/FEM.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."}