{"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/FERG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/FERG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/FERG.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":"FERG","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":231.61000061035156,"previous_close":228.75999450683594,"delta_neutral":227.88282615843738,"gamma_neutral":225.65967719970467,"gamma_max":269.32872945075076,"total_open_interest":6864,"previous_open_interest":8615,"listed_contracts":126,"listed_calls":68,"listed_puts":69,"gamma_max_distance_pct":16.28544913475269,"delta_neutral_distance_pct":-1.6092459056569763,"gamma_neutral_distance_pct":-2.5691133349018886,"open_interest_change_1d_pct":-20.32501450957632,"call_open_interest":3775,"put_open_interest":3089,"put_call_open_interest_ratio":0.8182781456953643,"nearest_expiration_max_pain":240,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":3.6224685322475905,"all_expiration_max_pain":230,"net_gamma_exposure":154256.44493985127,"net_gamma_exposure_per_100k_open_interest":2247325.829543288,"gamma_exposure_flip":225.65967719970467,"gamma_exposure_flip_distance_pct":-2.5691133349018886,"call_wall":260,"call_wall_distance_pct":12.257674243268223,"put_wall":200,"put_wall_distance_pct":-13.647942889793674,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2237},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":231.61,"totalOi":8597,"analysisCoverage":1,"avgIvPct":142.1,"ivRank":90,"iv52wHighPct":153.4,"iv52wLowPct":40.3,"frontDte":35,"termPremiumPp":4.7503,"riskReversalFrontPp":6.42,"riskReversal30dPp":6.42,"butterflyFrontPp":0.58,"butterfly30dPp":0.58,"putCallOiRatio":0.667,"putCallOiFrontRatio":0.836,"putCallVolumeFrontRatio":1.442,"optionVolume":282,"volumeOiRatio":0.032802,"netDeltaNormalized":0.033763,"dealerDeltaNormalized":-0.031925,"gexPer100kOi":9583394.207282,"vannaPer100kOi":2547.400256,"charmPer100kOi":872.397348,"weekendDeltaShiftPer100kOi":2617.192044,"ivSurfaceRangePp":47.9,"gammaFlipDistancePct":9.662795,"maxPainDistancePct":-0.695134,"peakCallDistancePct":-0.695134,"peakPutDistancePct":7.940072},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/FERG.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."}