{"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/ASTS","markdown_url":"https://halfonadouble.com/stock/ASTS.md","history_url":"https://halfonadouble.com/api/v1/history/ASTS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ASTS.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":"ASTS","page_tier":"A","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":58.45000076293945,"previous_close":57.040000915527344,"delta_neutral":54.32285618183773,"gamma_neutral":54.51523004591884,"gamma_max":73.00379957771837,"total_open_interest":1016333,"previous_open_interest":1085255,"listed_contracts":842,"listed_calls":479,"listed_puts":448,"gamma_max_distance_pct":24.89956993124084,"delta_neutral_distance_pct":-7.060982937948161,"gamma_neutral_distance_pct":-6.731857426279925,"open_interest_change_1d_pct":-6.3507654882953775,"call_open_interest":669465,"put_open_interest":346868,"put_call_open_interest_ratio":0.5181271612406922,"nearest_expiration_max_pain":61,"nearest_expiration_max_pain_expiry":"2026-10-09","nearest_expiration_max_pain_distance_pct":4.362701802867021,"all_expiration_max_pain":62,"net_gamma_exposure":7716386.212952197,"net_gamma_exposure_per_100k_open_interest":759237.9872494739,"gamma_exposure_flip":54.51523004591884,"gamma_exposure_flip_distance_pct":-6.731857426279925,"call_wall":65,"call_wall_distance_pct":11.206157658792728,"put_wall":55,"put_wall_distance_pct":-5.9024819810215385,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":95},"history_summary":{"first_date":"2021-04-07","last_date":"2026-10-02","session_count":1307,"trailing_window_sessions":252,"sessions_above_gamma_max_pct":4.365079365079365,"gamma_max_cross_count":15,"delta_neutral_cross_count":2,"gamma_max_prior_sessions_closer_pct":68.65079365079364,"gamma_max_prior_comparison_sessions":252,"delta_neutral_prior_sessions_closer_pct":5.555555555555555,"delta_neutral_prior_comparison_sessions":252,"open_interest_percentile_1y":60.71428571428571,"open_interest_change_1d_contracts":-68922,"open_interest_change_z_252":-1.0438491973141468,"open_interest_change_z_comparison_sessions":252,"open_interest_change_5_sessions_pct":3.10000060865878,"open_interest_change_21_sessions_pct":-7.189964458828127,"call_put_open_interest_changes":{"one_session":{"call_change_contracts":-43047,"put_change_contracts":-25875,"call_growth_pct":-6.04158245755861,"put_growth_pct":-6.9417802614670165,"call_minus_put_growth_pp":0.9001978039084069},"five_sessions":{"call_change_contracts":16452,"put_change_contracts":14107,"call_growth_pct":2.5193985418360736,"put_growth_pct":4.239379013766637,"call_minus_put_growth_pp":-1.7199804719305636},"call_change_surprise":{"z_score":-1.0551059649310484,"comparison_sessions":252},"put_change_surprise":{"z_score":-0.9671735931832692,"comparison_sessions":252},"call_minus_put_growth_surprise":{"z_score":0.31066722021672877,"comparison_sessions":252}}},"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":48.01321473968798,"directional_score":16.102362204724404,"catalyst_reasons":["volume/OI 0.13","7d expected move +10.1%"],"features":{"symbol":"ASTS","price":58.45,"totalOi":1109903,"analysisCoverage":1,"avgIvPct":178.2,"ivRank":42.9,"iv52wHighPct":296.2,"iv52wLowPct":89.6,"frontDte":7,"frontAtmIvPct":72.7155,"backAtmIvPct":82.4789,"termPremiumPp":-9.7634,"expectedMoveFrontPct":10.07,"straddleFrontPct":7.37,"straddle30dPct":15.65,"riskReversalFrontPp":-4.29,"riskReversal30dPp":-3.96,"butterflyFrontPp":6.31,"butterfly30dPp":3.77,"putCallOiRatio":0.52,"putCallOiFrontRatio":0.778,"putCallVolumeFrontRatio":0.646,"optionVolume":142871,"volumeOiRatio":0.128724,"netDeltaNormalized":0.079043,"dealerDeltaNormalized":-0.078583,"gexPer100kOi":101655.420339,"vannaPer100kOi":2948.185562,"charmPer100kOi":358197.788455,"weekendDeltaShiftPer100kOi":1074593.365366,"ivSurfaceRangePp":62,"gammaFlipDistancePct":170.470488,"maxPainDistancePct":4.362703,"peakCallDistancePct":2.651839,"peakPutDistancePct":-0.769889},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ASTS.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":[{"direction":"above","event_count":31,"completed_path_count":31,"latest_cross_date":"2026-05-22","horizons":[{"sessions":1,"sample_size":31,"median_return_pct":-0.5474438708708229,"p25_return_pct":-3.3872683199564326,"p75_return_pct":1.847967399498951,"above_zero_pct":41.935483870967744,"median_interval_low_pct":-2.5680927152494926,"median_interval_high_pct":0.839836028272245,"median_interval_nominal_coverage_pct":92.92444540187716,"confidence_floor_pct":0},{"sessions":3,"sample_size":31,"median_return_pct":0.06868446453420773,"p25_return_pct":-7.248142672329438,"p75_return_pct":4.569832170210441,"above_zero_pct":51.61290322580645,"median_interval_low_pct":-6.734993313109294,"median_interval_high_pct":1.92307515962582,"median_interval_nominal_coverage_pct":92.92444540187716,"confidence_floor_pct":0},{"sessions":5,"sample_size":31,"median_return_pct":-4.770992574807931,"p25_return_pct":-11.83832608655604,"p75_return_pct":2.3517314427867198,"above_zero_pct":29.03225806451613,"median_interval_low_pct":-9.483581392893381,"median_interval_high_pct":-0.19837434655382014,"median_interval_nominal_coverage_pct":92.92444540187716,"confidence_floor_pct":-0.19837434655382014},{"sessions":10,"sample_size":31,"median_return_pct":-12.130540448664796,"p25_return_pct":-16.22676981441378,"p75_return_pct":0.5027581061306075,"above_zero_pct":25.806451612903224,"median_interval_low_pct":-14.503201380871566,"median_interval_high_pct":-7.44996090018355,"median_interval_nominal_coverage_pct":92.92444540187716,"confidence_floor_pct":-7.44996090018355}]},{"direction":"below","event_count":35,"completed_path_count":35,"latest_cross_date":"2026-05-29","horizons":[{"sessions":1,"sample_size":35,"median_return_pct":0.10822758798212373,"p25_return_pct":-4.261151793599144,"p75_return_pct":3.7313338703636623,"above_zero_pct":51.42857142857142,"median_interval_low_pct":-3.106802355075533,"median_interval_high_pct":1.4705867915830284,"median_interval_nominal_coverage_pct":91.04689210653305,"confidence_floor_pct":0},{"sessions":3,"sample_size":35,"median_return_pct":-2.1328899438677884,"p25_return_pct":-5.370161238510662,"p75_return_pct":5.597756497711403,"above_zero_pct":45.714285714285715,"median_interval_low_pct":-4.323007151312641,"median_interval_high_pct":1.6212463506906971,"median_interval_nominal_coverage_pct":91.04689210653305,"confidence_floor_pct":0},{"sessions":5,"sample_size":35,"median_return_pct":1.2621370100347695,"p25_return_pct":-6.779008822349897,"p75_return_pct":6.156526467160228,"above_zero_pct":51.42857142857142,"median_interval_low_pct":-4.7080979791712885,"median_interval_high_pct":4.477061700383467,"median_interval_nominal_coverage_pct":91.04689210653305,"confidence_floor_pct":0},{"sessions":10,"sample_size":35,"median_return_pct":-3.9376501949086595,"p25_return_pct":-13.068703921268765,"p75_return_pct":4.791333370059769,"above_zero_pct":34.285714285714285,"median_interval_low_pct":-8.823534774120144,"median_interval_high_pct":-0.5441880876649652,"median_interval_nominal_coverage_pct":91.04689210653305,"confidence_floor_pct":-0.5441880876649652}]}],"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."}