{"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/FOSL","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/FOSL.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/FOSL.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":"FOSL","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":6.800000190734863,"previous_close":6.800000190734863,"delta_neutral":4.5784091943069765,"gamma_neutral":3.291678819915012,"gamma_max":6.525055425970917,"total_open_interest":2803,"previous_open_interest":2819,"listed_contracts":27,"listed_calls":25,"listed_puts":12,"gamma_max_distance_pct":-4.0433052507640195,"delta_neutral_distance_pct":-32.67045491344028,"gamma_neutral_distance_pct":-51.5929598884425,"open_interest_change_1d_pct":-0.5675771550195104,"call_open_interest":2150,"put_open_interest":653,"put_call_open_interest_ratio":0.30372093023255814,"nearest_expiration_max_pain":6,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-11.764708357286219,"all_expiration_max_pain":5,"net_gamma_exposure":152889.97255741636,"net_gamma_exposure_per_100k_open_interest":5454512.0427191,"gamma_exposure_flip":3.291678819915012,"gamma_exposure_flip_distance_pct":-51.5929598884425,"call_wall":8,"call_wall_distance_pct":17.647055523618373,"put_wall":5,"put_wall_distance_pct":-26.470590297738518,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2969},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"FOSL","price":6.8,"totalOi":2803,"analysisCoverage":0.9444,"avgIvPct":119.2,"ivRank":62.6,"iv52wHighPct":142.6,"iv52wLowPct":80,"frontDte":14,"frontAtmIvPct":85.5258,"backAtmIvPct":88.5925,"termPremiumPp":-3.0667,"expectedMoveFrontPct":16.75,"straddleFrontPct":13.24,"straddle30dPct":13.24,"riskReversalFrontPp":162.88,"riskReversal30dPp":162.88,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.304,"putCallOiFrontRatio":1.415,"putCallVolumeFrontRatio":0.2,"optionVolume":49,"volumeOiRatio":0.017481,"netDeltaNormalized":0.399716,"dealerDeltaNormalized":-0.396293,"gexPer100kOi":432029.611131,"vannaPer100kOi":0,"charmPer100kOi":161327.149483,"weekendDeltaShiftPer100kOi":483945.772387,"ivSurfaceRangePp":203.2,"gammaFlipDistancePct":-25.294118,"maxPainDistancePct":-26.470588,"peakCallDistancePct":2.941176,"peakPutDistancePct":-26.470588},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/FOSL.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."}