{"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/DFIN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/DFIN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/DFIN.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":"DFIN","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":46.560001373291016,"previous_close":47.4900016784668,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":189,"previous_open_interest":188,"listed_contracts":19,"listed_calls":11,"listed_puts":11,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":0.5319148936170213,"call_open_interest":56,"put_open_interest":133,"put_call_open_interest_ratio":2.375,"nearest_expiration_max_pain":45,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-3.3505183146019086,"all_expiration_max_pain":45,"net_gamma_exposure":-5038.317334750404,"net_gamma_exposure_per_100k_open_interest":-2665776.3675928065,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":55,"call_wall_distance_pct":18.127144282153225,"put_wall":45,"put_wall_distance_pct":-3.3505183146019086,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4515},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7222,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"DFIN","price":46.56,"totalOi":189,"analysisCoverage":0.7222,"avgIvPct":100.1,"ivRank":72.8,"iv52wHighPct":113.39,"iv52wLowPct":64.48,"frontDte":14,"frontAtmIvPct":92.9806,"backAtmIvPct":92.9806,"termPremiumPp":0,"expectedMoveFrontPct":18.21,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":2.375,"putCallOiFrontRatio":1.195,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.005291,"netDeltaNormalized":-0.040529,"dealerDeltaNormalized":0.040529,"gexPer100kOi":-1404783.068783,"vannaPer100kOi":2116.402116,"charmPer100kOi":190476.190476,"weekendDeltaShiftPer100kOi":571428.571429,"ivSurfaceRangePp":56.4,"gammaFlipDistancePct":null,"maxPainDistancePct":-3.350515,"peakCallDistancePct":50.343643,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/DFIN.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."}