{"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/FXC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/FXC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/FXC.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":"FXC","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":69.12000274658203,"previous_close":68.875,"delta_neutral":67.67573114041312,"gamma_neutral":86.40000343322754,"gamma_max":61.677626605127934,"total_open_interest":1721,"previous_open_interest":1976,"listed_contracts":47,"listed_calls":34,"listed_puts":13,"gamma_max_distance_pct":-10.767326165683814,"delta_neutral_distance_pct":-2.089513236080318,"gamma_neutral_distance_pct":25,"open_interest_change_1d_pct":-12.904858299595142,"call_open_interest":1074,"put_open_interest":647,"put_call_open_interest_ratio":0.6024208566108007,"nearest_expiration_max_pain":69,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":-0.17361507785525276,"all_expiration_max_pain":69,"net_gamma_exposure":-71453.38878305074,"net_gamma_exposure_per_100k_open_interest":-4151852.9217344997,"gamma_exposure_flip":86.40000343322754,"gamma_exposure_flip_distance_pct":25,"call_wall":69,"call_wall_distance_pct":-0.17361507785525276,"put_wall":69,"put_wall_distance_pct":-0.17361507785525276,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":3171},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":69.12,"totalOi":1842,"analysisCoverage":0.9444,"avgIvPct":219.1,"ivRank":65.8,"iv52wHighPct":327.2,"iv52wLowPct":10.7,"frontDte":35,"termPremiumPp":38.4602,"riskReversalFrontPp":4.53,"riskReversal30dPp":4.53,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.552,"putCallOiFrontRatio":0.527,"putCallVolumeFrontRatio":0,"optionVolume":154,"volumeOiRatio":0.083605,"netDeltaNormalized":0.11508,"dealerDeltaNormalized":-0.101965,"gexPer100kOi":3979930.510315,"vannaPer100kOi":1520.086862,"charmPer100kOi":-22041.259501,"weekendDeltaShiftPer100kOi":-66178.067318,"ivSurfaceRangePp":55.7,"gammaFlipDistancePct":-7.407407,"maxPainDistancePct":-0.173611,"peakCallDistancePct":-1.62037,"peakPutDistancePct":1.273148},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/FXC.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."}