{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-02","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/AFL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AFL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AFL.json?date=2026-10-02","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"AFL","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":111.54000091552734,"previous_close":111.18000030517578,"delta_neutral":112.10995774467321,"gamma_neutral":107.47119356291606,"gamma_max":123.91694234626772,"total_open_interest":56936,"previous_open_interest":57430,"listed_contracts":377,"listed_calls":241,"listed_puts":168,"gamma_max_distance_pct":11.096415034202671,"delta_neutral_distance_pct":0.5109887255402766,"gamma_neutral_distance_pct":-3.6478459021106873,"open_interest_change_1d_pct":-0.860177607522201,"call_open_interest":35899,"put_open_interest":21037,"put_call_open_interest_ratio":0.586005181202819,"nearest_expiration_max_pain":85,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":-23.794155188887707,"all_expiration_max_pain":115,"net_gamma_exposure":2373867.694355702,"net_gamma_exposure_per_100k_open_interest":4169361.5539477696,"gamma_exposure_flip":107.47119356291606,"gamma_exposure_flip_distance_pct":-3.6478459021106873,"call_wall":125,"call_wall_distance_pct":12.067418839871022,"put_wall":105,"put_wall_distance_pct":-5.8633681745083415,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":917},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"AFL","price":111.54,"totalOi":57487,"analysisCoverage":1,"avgIvPct":87.1,"ivRank":65.8,"iv52wHighPct":115.3,"iv52wLowPct":32.8,"frontDte":7,"frontAtmIvPct":27.512,"backAtmIvPct":23.8266,"termPremiumPp":3.6854,"expectedMoveFrontPct":3.81,"straddleFrontPct":2.87,"straddle30dPct":3.72,"riskReversalFrontPp":-53.63,"riskReversal30dPp":-35.42,"butterflyFrontPp":1.57,"butterfly30dPp":1.57,"putCallOiRatio":0.583,"putCallOiFrontRatio":0.362,"putCallVolumeFrontRatio":1.045,"optionVolume":1284,"volumeOiRatio":0.022335,"netDeltaNormalized":0.002389,"dealerDeltaNormalized":-0.002344,"gexPer100kOi":6124051.524693,"vannaPer100kOi":6559.743942,"charmPer100kOi":-60845.060622,"weekendDeltaShiftPer100kOi":-182533.442343,"ivSurfaceRangePp":98.4,"gammaFlipDistancePct":11.655012,"maxPainDistancePct":3.102026,"peakCallDistancePct":7.584723,"peakPutDistancePct":-10.346064},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AFL.json?date=2026-10-02","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."}