{"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/DFAC","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/DFAC.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/DFAC.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":"DFAC","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":44.970001220703125,"previous_close":44.65999984741211,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":759,"previous_open_interest":759,"listed_contracts":18,"listed_calls":11,"listed_puts":8,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0,"call_open_interest":718,"put_open_interest":41,"put_call_open_interest_ratio":0.057103064066852366,"nearest_expiration_max_pain":45,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.06670842446645137,"all_expiration_max_pain":40,"net_gamma_exposure":599701.2291914786,"net_gamma_exposure_per_100k_open_interest":79012019.65632129,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":45,"call_wall_distance_pct":0.06670842446645137,"put_wall":44,"put_wall_distance_pct":-2.156996207188359,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3829},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"DFAC","price":44.97,"totalOi":759,"analysisCoverage":0.8889,"avgIvPct":21.6,"ivRank":5,"iv52wHighPct":86.51,"iv52wLowPct":18.2,"frontDte":14,"frontAtmIvPct":17.1052,"backAtmIvPct":16.3211,"termPremiumPp":0.7841,"expectedMoveFrontPct":3.35,"straddleFrontPct":6,"straddle30dPct":6,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.057,"putCallOiFrontRatio":0,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.558906,"dealerDeltaNormalized":-0.558906,"gexPer100kOi":35411409.749671,"vannaPer100kOi":-1844.532279,"charmPer100kOi":-1303162.055336,"weekendDeltaShiftPer100kOi":-3909617.918314,"ivSurfaceRangePp":18.9,"gammaFlipDistancePct":-26.239715,"maxPainDistancePct":-11.051812,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/DFAC.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."}