{"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/FXA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/FXA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/FXA.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":"FXA","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":68.77999877929688,"previous_close":68.51000213623047,"delta_neutral":70.31270750139183,"gamma_neutral":85.9749984741211,"gamma_max":52.662950220585785,"total_open_interest":402,"previous_open_interest":448,"listed_contracts":31,"listed_calls":14,"listed_puts":17,"gamma_max_distance_pct":-23.432754935672378,"delta_neutral_distance_pct":2.2284221420432844,"gamma_neutral_distance_pct":25,"open_interest_change_1d_pct":-10.267857142857142,"call_open_interest":178,"put_open_interest":224,"put_call_open_interest_ratio":1.2584269662921348,"nearest_expiration_max_pain":69,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":0.31986220501263873,"all_expiration_max_pain":70,"net_gamma_exposure":-44645.674569286944,"net_gamma_exposure_per_100k_open_interest":-11105889.196340036,"gamma_exposure_flip":85.9749984741211,"gamma_exposure_flip_distance_pct":25,"call_wall":70,"call_wall_distance_pct":1.7737732514620974,"put_wall":70,"put_wall_distance_pct":1.7737732514620974,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":4060},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":68.78,"totalOi":462,"analysisCoverage":0.7778,"avgIvPct":39.5,"ivRank":23.2,"iv52wHighPct":130.02,"iv52wLowPct":12.1,"frontDte":35,"termPremiumPp":2.9768,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":1.369,"putCallOiFrontRatio":0.909,"putCallVolumeFrontRatio":0,"optionVolume":72,"volumeOiRatio":0.155844,"netDeltaNormalized":-0.164796,"dealerDeltaNormalized":0.157662,"gexPer100kOi":-14337428.571429,"vannaPer100kOi":649.350649,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":25.1,"gammaFlipDistancePct":null,"maxPainDistancePct":1.773771,"peakCallDistancePct":0.31986,"peakPutDistancePct":-2.587962},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/FXA.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."}