{"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/FNF","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/FNF.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/FNF.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":"FNF","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":39.2599983215332,"previous_close":39.11000061035156,"delta_neutral":50.22906121719926,"gamma_neutral":66.95340703482111,"gamma_max":74.96645274242633,"total_open_interest":19834,"previous_open_interest":19685,"listed_contracts":41,"listed_calls":21,"listed_puts":21,"gamma_max_distance_pct":90.94869064553413,"delta_neutral_distance_pct":27.939539899699326,"gamma_neutral_distance_pct":70.53848674796991,"open_interest_change_1d_pct":0.7569215138430276,"call_open_interest":1462,"put_open_interest":18372,"put_call_open_interest_ratio":12.566347469220247,"nearest_expiration_max_pain":45,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":14.620483759212332,"all_expiration_max_pain":50,"net_gamma_exposure":-3535605.936529803,"net_gamma_exposure_per_100k_open_interest":-17825985.361146532,"gamma_exposure_flip":66.95340703482111,"gamma_exposure_flip_distance_pct":70.53848674796991,"call_wall":45,"call_wall_distance_pct":14.620483759212332,"put_wall":40,"put_wall_distance_pct":1.8848744526331858,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1582},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"FNF","price":39.26,"totalOi":19834,"analysisCoverage":0.9444,"avgIvPct":51.2,"ivRank":18.8,"iv52wHighPct":89.97,"iv52wLowPct":42.2,"frontDte":14,"frontAtmIvPct":32.6785,"backAtmIvPct":33.0516,"termPremiumPp":-0.3731,"expectedMoveFrontPct":6.4,"straddleFrontPct":9.68,"straddle30dPct":9.68,"riskReversalFrontPp":-32.37,"riskReversal30dPp":-32.37,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":12.566,"putCallOiFrontRatio":39.372,"putCallVolumeFrontRatio":0.4,"optionVolume":496,"volumeOiRatio":0.025008,"netDeltaNormalized":-0.378431,"dealerDeltaNormalized":0.378125,"gexPer100kOi":-7360453.514168,"vannaPer100kOi":720.984169,"charmPer100kOi":812120.600988,"weekendDeltaShiftPer100kOi":2436361.802965,"ivSurfaceRangePp":52.4,"gammaFlipDistancePct":null,"maxPainDistancePct":27.356088,"peakCallDistancePct":14.620479,"peakPutDistancePct":-10.850739},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/FNF.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."}