{"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/MSFO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/MSFO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/MSFO.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":"MSFO","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":12.430000305175781,"previous_close":12.629899978637695,"delta_neutral":10.321692376390187,"gamma_neutral":12.430000305175781,"gamma_max":12.412846503516924,"total_open_interest":209,"previous_open_interest":365,"listed_contracts":23,"listed_calls":15,"listed_puts":11,"gamma_max_distance_pct":-0.13800322797831552,"delta_neutral_distance_pct":-16.961447120059255,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":-42.73972602739726,"call_open_interest":160,"put_open_interest":49,"put_call_open_interest_ratio":0.30625,"nearest_expiration_max_pain":14,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":12.630729334499533,"all_expiration_max_pain":11,"net_gamma_exposure":22244.96196285041,"net_gamma_exposure_per_100k_open_interest":10643522.470263354,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":14,"call_wall_distance_pct":12.630729334499533,"put_wall":13,"put_wall_distance_pct":4.585677239178136,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":4363},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":0.7222,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":12.43,"totalOi":316,"analysisCoverage":0.7222,"avgIvPct":2206.6,"ivRank":100,"iv52wHighPct":2206.6,"iv52wLowPct":72.6,"frontDte":35,"termPremiumPp":0,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.279,"putCallOiFrontRatio":0.455,"putCallVolumeFrontRatio":0,"optionVolume":19,"volumeOiRatio":0.060127,"netDeltaNormalized":0.19727,"dealerDeltaNormalized":-0.176044,"gexPer100kOi":1766313.291139,"vannaPer100kOi":1898.734177,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":0,"gammaFlipDistancePct":-32.34111,"maxPainDistancePct":-3.459372,"peakCallDistancePct":-3.459372,"peakPutDistancePct":4.58568},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/MSFO.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."}