{"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/FER","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/FER.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/FER.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":"FER","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":49.40999984741211,"previous_close":48.86000061035156,"delta_neutral":46.070797230680306,"gamma_neutral":49.40999984741211,"gamma_max":45.39134314640681,"total_open_interest":2707,"previous_open_interest":3042,"listed_contracts":40,"listed_calls":23,"listed_puts":20,"gamma_max_distance_pct":-8.133286204039077,"delta_neutral_distance_pct":-6.758151441092743,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-11.01249178172255,"call_open_interest":1775,"put_open_interest":932,"put_call_open_interest_ratio":0.5250704225352113,"nearest_expiration_max_pain":55,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":11.313499635399557,"all_expiration_max_pain":50,"net_gamma_exposure":141380.00290460853,"net_gamma_exposure_per_100k_open_interest":5222755.9255488925,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":60,"call_wall_distance_pct":21.432908693163153,"put_wall":50,"put_wall_distance_pct":1.194090577635961,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":"above","open_interest_rank":2870},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":49.41,"totalOi":3473,"analysisCoverage":0.9444,"avgIvPct":187.3,"ivRank":100,"iv52wHighPct":187.3,"iv52wLowPct":30.7,"frontDte":35,"termPremiumPp":1.5268,"riskReversalFrontPp":4.05,"riskReversal30dPp":4.05,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.557,"putCallOiFrontRatio":0.841,"putCallVolumeFrontRatio":0.5,"optionVolume":41,"volumeOiRatio":0.011805,"netDeltaNormalized":0.052028,"dealerDeltaNormalized":-0.051995,"gexPer100kOi":3012906.133026,"vannaPer100kOi":-1727.613015,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":52.2,"gammaFlipDistancePct":null,"maxPainDistancePct":1.19409,"peakCallDistancePct":1.19409,"peakPutDistancePct":-8.925319},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/FER.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."}