{"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/FOXA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/FOXA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/FOXA.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":"FOXA","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":64.1500015258789,"previous_close":63.97999954223633,"delta_neutral":57.33802573528544,"gamma_neutral":54.00193547489249,"gamma_max":68.11375360943815,"total_open_interest":39537,"previous_open_interest":51165,"listed_contracts":132,"listed_calls":96,"listed_puts":68,"gamma_max_distance_pct":6.1788807315307945,"delta_neutral_distance_pct":-10.618824050760823,"gamma_neutral_distance_pct":-15.819276398446474,"open_interest_change_1d_pct":-22.726473175021987,"call_open_interest":25331,"put_open_interest":14206,"put_call_open_interest_ratio":0.5608148118905689,"nearest_expiration_max_pain":55,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-14.263447090001522,"all_expiration_max_pain":55,"net_gamma_exposure":3244466.72068692,"net_gamma_exposure_per_100k_open_interest":8206153.02295804,"gamma_exposure_flip":54.00193547489249,"gamma_exposure_flip_distance_pct":-15.819276398446474,"call_wall":70,"call_wall_distance_pct":9.119249158179882,"put_wall":60,"put_wall_distance_pct":-6.4692150072743875,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1061},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":64.15,"totalOi":51151,"analysisCoverage":1,"avgIvPct":303.9,"ivRank":100,"iv52wHighPct":303.9,"iv52wLowPct":46.4,"frontDte":35,"termPremiumPp":2.9731,"riskReversalFrontPp":2.13,"riskReversal30dPp":2.13,"butterflyFrontPp":9.01,"butterfly30dPp":9.01,"putCallOiRatio":0.593,"putCallOiFrontRatio":0.119,"putCallVolumeFrontRatio":0.647,"optionVolume":6201,"volumeOiRatio":0.121229,"netDeltaNormalized":0.239353,"dealerDeltaNormalized":-0.238932,"gexPer100kOi":8914206.330277,"vannaPer100kOi":1902.2111,"charmPer100kOi":-210539.383394,"weekendDeltaShiftPer100kOi":-631620.105179,"ivSurfaceRangePp":37.7,"gammaFlipDistancePct":-48.028059,"maxPainDistancePct":-14.263445,"peakCallDistancePct":1.325019,"peakPutDistancePct":1.325019},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/FOXA.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."}