{"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/ASA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ASA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ASA.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":"ASA","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":56.689998626708984,"previous_close":55.58000183105469,"delta_neutral":55.07097966802345,"gamma_neutral":48.44880113922068,"gamma_max":67.71939970384173,"total_open_interest":257,"previous_open_interest":245,"listed_contracts":38,"listed_calls":23,"listed_puts":19,"gamma_max_distance_pct":19.455638285968035,"delta_neutral_distance_pct":-2.855916383675392,"gamma_neutral_distance_pct":-14.537304087366024,"open_interest_change_1d_pct":4.8979591836734695,"call_open_interest":171,"put_open_interest":86,"put_call_open_interest_ratio":0.5029239766081871,"nearest_expiration_max_pain":60,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":5.83877483414074,"all_expiration_max_pain":60,"net_gamma_exposure":7619.788787353442,"net_gamma_exposure_per_100k_open_interest":2964898.360837915,"gamma_exposure_flip":48.44880113922068,"gamma_exposure_flip_distance_pct":-14.537304087366024,"call_wall":70,"call_wall_distance_pct":23.478570639830863,"put_wall":55,"put_wall_distance_pct":-2.981123068704321,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4388},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.6667,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ASA","price":56.69,"totalOi":257,"analysisCoverage":0.6667,"avgIvPct":62.9,"ivRank":10.5,"iv52wHighPct":93.26,"iv52wLowPct":59.34,"frontDte":14,"frontAtmIvPct":62.9572,"backAtmIvPct":36.5451,"termPremiumPp":26.4121,"expectedMoveFrontPct":12.33,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.503,"putCallOiFrontRatio":0.086,"putCallVolumeFrontRatio":0,"optionVolume":3,"volumeOiRatio":0.011673,"netDeltaNormalized":0.055079,"dealerDeltaNormalized":-0.054008,"gexPer100kOi":1668443.579767,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":57.6,"gammaFlipDistancePct":18.186629,"maxPainDistancePct":5.838772,"peakCallDistancePct":5.838772,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ASA.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."}