{"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/FER","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/FER.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/FER.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":"FER","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":53.63999938964844,"previous_close":52.939998626708984,"delta_neutral":57.153157266279614,"gamma_neutral":53.63999938964844,"gamma_max":61.28922295403153,"total_open_interest":2617,"previous_open_interest":2600,"listed_contracts":35,"listed_calls":23,"listed_puts":15,"gamma_max_distance_pct":14.260297635013128,"delta_neutral_distance_pct":6.549511403069018,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.6538461538461539,"call_open_interest":1644,"put_open_interest":973,"put_call_open_interest_ratio":0.5918491484184915,"nearest_expiration_max_pain":55,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.5354224940838055,"all_expiration_max_pain":55,"net_gamma_exposure":27778.387670118736,"net_gamma_exposure_per_100k_open_interest":1061459.2155184844,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":60,"call_wall_distance_pct":11.856824539000515,"put_wall":55,"put_wall_distance_pct":2.5354224940838055,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3021},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"FER","price":53.64,"totalOi":2617,"analysisCoverage":0.8889,"avgIvPct":39.3,"ivRank":13.9,"iv52wHighPct":92.58,"iv52wLowPct":30.7,"frontDte":14,"frontAtmIvPct":40.5928,"backAtmIvPct":31.7961,"termPremiumPp":8.7967,"expectedMoveFrontPct":7.95,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-41.28,"riskReversal30dPp":-41.28,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.592,"putCallOiFrontRatio":0.727,"putCallVolumeFrontRatio":0,"optionVolume":7,"volumeOiRatio":0.002675,"netDeltaNormalized":-0.13484,"dealerDeltaNormalized":0.104337,"gexPer100kOi":358981.276271,"vannaPer100kOi":-840.657241,"charmPer100kOi":275926.63355,"weekendDeltaShiftPer100kOi":827741.688957,"ivSurfaceRangePp":49.8,"gammaFlipDistancePct":5.928412,"maxPainDistancePct":2.535421,"peakCallDistancePct":-6.785981,"peakPutDistancePct":-25.428784},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/FER.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."}