{"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/FTS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/FTS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/FTS.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":"FTS","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":55.7599983215332,"previous_close":54.65999984741211,"delta_neutral":27.87512075399901,"gamma_neutral":55.7599983215332,"gamma_max":59.61038011368062,"total_open_interest":1110,"previous_open_interest":1597,"listed_contracts":21,"listed_calls":18,"listed_puts":6,"gamma_max_distance_pct":6.905276018741359,"delta_neutral_distance_pct":-50.00874893636018,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-30.494677520350656,"call_open_interest":1016,"put_open_interest":94,"put_call_open_interest_ratio":0.09251968503937008,"nearest_expiration_max_pain":55,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-1.3629812489425948,"all_expiration_max_pain":55,"net_gamma_exposure":59184.844989211895,"net_gamma_exposure_per_100k_open_interest":5331968.017046117,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":85,"call_wall_distance_pct":52.4390289789069,"put_wall":55,"put_wall_distance_pct":-1.3629812489425948,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3475},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":55.76,"totalOi":1601,"analysisCoverage":0.8889,"avgIvPct":328.2,"ivRank":77.4,"iv52wHighPct":414.2,"iv52wLowPct":34,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.076,"putCallOiFrontRatio":0.092,"putCallVolumeFrontRatio":0,"optionVolume":22,"volumeOiRatio":0.013741,"netDeltaNormalized":0.342717,"dealerDeltaNormalized":-0.337152,"gexPer100kOi":3471783.885072,"vannaPer100kOi":1311.6802,"charmPer100kOi":-4967457.838851,"weekendDeltaShiftPer100kOi":-14902373.516552,"ivSurfaceRangePp":183.8,"gammaFlipDistancePct":-0.753228,"maxPainDistancePct":-1.362984,"peakCallDistancePct":7.604017,"peakPutDistancePct":-1.362984},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/FTS.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."}