{"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/FERG","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/FERG.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/FERG.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":"FERG","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":223.3300018310547,"previous_close":221.49000549316406,"delta_neutral":223.85705335648453,"gamma_neutral":217.8475385255088,"gamma_max":252.62464552395969,"total_open_interest":8185,"previous_open_interest":8198,"listed_contracts":141,"listed_calls":74,"listed_puts":79,"gamma_max_distance_pct":13.117200310178609,"delta_neutral_distance_pct":0.23599674074625482,"gamma_neutral_distance_pct":-2.454870935653897,"open_interest_change_1d_pct":-0.15857526225908758,"call_open_interest":4895,"put_open_interest":3290,"put_call_open_interest_ratio":0.6721144024514811,"nearest_expiration_max_pain":230,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":2.9866108960994198,"all_expiration_max_pain":230,"net_gamma_exposure":231951.2474189937,"net_gamma_exposure_per_100k_open_interest":2833857.634929673,"gamma_exposure_flip":217.8475385255088,"gamma_exposure_flip_distance_pct":-2.454870935653897,"call_wall":230,"call_wall_distance_pct":2.9866108960994198,"put_wall":200,"put_wall_distance_pct":-10.446425307739634,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2230},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"FERG","price":223.33,"totalOi":8185,"analysisCoverage":1,"avgIvPct":43.4,"ivRank":14.4,"iv52wHighPct":61.88,"iv52wLowPct":40.3,"frontDte":14,"frontAtmIvPct":29.2575,"backAtmIvPct":35.6444,"termPremiumPp":-6.3869,"expectedMoveFrontPct":5.73,"straddleFrontPct":4.54,"straddle30dPct":4.54,"riskReversalFrontPp":9.76,"riskReversal30dPp":9.76,"butterflyFrontPp":-0.74,"butterfly30dPp":-0.74,"putCallOiRatio":0.672,"putCallOiFrontRatio":0.226,"putCallVolumeFrontRatio":2,"optionVolume":18,"volumeOiRatio":0.002199,"netDeltaNormalized":-0.000605,"dealerDeltaNormalized":0.000602,"gexPer100kOi":7295757.9719,"vannaPer100kOi":3384.239462,"charmPer100kOi":-257971.899817,"weekendDeltaShiftPer100kOi":-773915.69945,"ivSurfaceRangePp":80.5,"gammaFlipDistancePct":13.473335,"maxPainDistancePct":2.986612,"peakCallDistancePct":11.941969,"peakPutDistancePct":-14.924103},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/FERG.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."}