{"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/ASAN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ASAN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ASAN.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":"ASAN","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":8.619999885559082,"previous_close":8.930000305175781,"delta_neutral":7.897013245970512,"gamma_neutral":7.228821822774876,"gamma_max":10.152333972582406,"total_open_interest":64129,"previous_open_interest":63209,"listed_contracts":94,"listed_calls":67,"listed_puts":42,"gamma_max_distance_pct":17.776497765277394,"delta_neutral_distance_pct":-8.387316115859534,"gamma_neutral_distance_pct":-16.138956859092538,"open_interest_change_1d_pct":1.4554889335379455,"call_open_interest":42434,"put_open_interest":21695,"put_call_open_interest_ratio":0.5112645520101805,"nearest_expiration_max_pain":10,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":16.009282282622824,"all_expiration_max_pain":10,"net_gamma_exposure":948619.0663014951,"net_gamma_exposure_per_100k_open_interest":1479235.7066249202,"gamma_exposure_flip":7.228821822774876,"gamma_exposure_flip_distance_pct":-16.138956859092538,"call_wall":10,"call_wall_distance_pct":16.009282282622824,"put_wall":10,"put_wall_distance_pct":16.009282282622824,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":853},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"ASAN","price":8.62,"totalOi":64129,"analysisCoverage":0.7778,"avgIvPct":98.4,"ivRank":44.9,"iv52wHighPct":119.3,"iv52wLowPct":81.4,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-6.96,"riskReversal30dPp":-6.96,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.511,"putCallOiFrontRatio":0.348,"putCallVolumeFrontRatio":0,"optionVolume":422,"volumeOiRatio":0.00658,"netDeltaNormalized":0.074729,"dealerDeltaNormalized":-0.074729,"gexPer100kOi":128751.984282,"vannaPer100kOi":2323.441813,"charmPer100kOi":-4288.231533,"weekendDeltaShiftPer100kOi":-12863.135243,"ivSurfaceRangePp":14.6,"gammaFlipDistancePct":4.524362,"maxPainDistancePct":16.009281,"peakCallDistancePct":16.009281,"peakPutDistancePct":16.009281},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ASAN.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."}