{"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/AZZ","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/AZZ.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/AZZ.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":"AZZ","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":139.38999938964844,"previous_close":135.41000366210938,"delta_neutral":127.87600383564796,"gamma_neutral":78.99794033155962,"gamma_max":142.58776120281553,"total_open_interest":2017,"previous_open_interest":1967,"listed_contracts":98,"listed_calls":51,"listed_puts":51,"gamma_max_distance_pct":2.2941113617685884,"delta_neutral_distance_pct":-8.260273767427494,"gamma_neutral_distance_pct":-43.32596263901966,"open_interest_change_1d_pct":2.541942043721403,"call_open_interest":1520,"put_open_interest":497,"put_call_open_interest_ratio":0.3269736842105263,"nearest_expiration_max_pain":140,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.4376215029934659,"all_expiration_max_pain":140,"net_gamma_exposure":260742.04025268383,"net_gamma_exposure_per_100k_open_interest":12927220.63721784,"gamma_exposure_flip":78.99794033155962,"gamma_exposure_flip_distance_pct":-43.32596263901966,"call_wall":145,"call_wall_distance_pct":4.0246794138146615,"put_wall":145,"put_wall_distance_pct":4.0246794138146615,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3197},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"AZZ","price":139.39,"totalOi":2017,"analysisCoverage":0.9444,"avgIvPct":63.7,"ivRank":54.7,"iv52wHighPct":73.38,"iv52wLowPct":52,"frontDte":14,"frontAtmIvPct":52.7452,"backAtmIvPct":42.1401,"termPremiumPp":10.6051,"expectedMoveFrontPct":10.33,"straddleFrontPct":8.57,"straddle30dPct":8.57,"riskReversalFrontPp":7.25,"riskReversal30dPp":7.25,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.327,"putCallOiFrontRatio":0.302,"putCallVolumeFrontRatio":0,"optionVolume":5,"volumeOiRatio":0.002479,"netDeltaNormalized":0.187384,"dealerDeltaNormalized":-0.186455,"gexPer100kOi":19820923.153198,"vannaPer100kOi":-644.521567,"charmPer100kOi":-3632523.549826,"weekendDeltaShiftPer100kOi":-10897521.070897,"ivSurfaceRangePp":105.3,"gammaFlipDistancePct":-14.384102,"maxPainDistancePct":0.437621,"peakCallDistancePct":0.437621,"peakPutDistancePct":-31.8459},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/AZZ.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."}