{"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/FOX","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/FOX.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/FOX.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":"FOX","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":55.88999938964844,"previous_close":54.91999816894531,"delta_neutral":45.58729444246917,"gamma_neutral":36.57850160493228,"gamma_max":55.57153563038674,"total_open_interest":1873,"previous_open_interest":1816,"listed_contracts":45,"listed_calls":30,"listed_puts":20,"gamma_max_distance_pct":-0.5698045495428655,"delta_neutral_distance_pct":-18.433897047219258,"gamma_neutral_distance_pct":-34.55268920309364,"open_interest_change_1d_pct":3.138766519823789,"call_open_interest":1364,"put_open_interest":509,"put_call_open_interest_ratio":0.37316715542521994,"nearest_expiration_max_pain":45,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-19.484701214123483,"all_expiration_max_pain":45,"net_gamma_exposure":298724.4267646658,"net_gamma_exposure_per_100k_open_interest":15948981.674568383,"gamma_exposure_flip":36.57850160493228,"gamma_exposure_flip_distance_pct":-34.55268920309364,"call_wall":55,"call_wall_distance_pct":-1.592412595039815,"put_wall":55,"put_wall_distance_pct":-1.592412595039815,"gamma_max_cross_direction":"above","delta_neutral_cross_direction":null,"open_interest_rank":3259},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"FOX","price":55.89,"totalOi":1873,"analysisCoverage":0.9444,"avgIvPct":57.5,"ivRank":0.3,"iv52wHighPct":89.08,"iv52wLowPct":57.4,"frontDte":14,"frontAtmIvPct":22.6707,"backAtmIvPct":45.9338,"termPremiumPp":-23.2631,"expectedMoveFrontPct":4.44,"straddleFrontPct":3.71,"straddle30dPct":3.71,"riskReversalFrontPp":43.09,"riskReversal30dPp":43.09,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.373,"putCallOiFrontRatio":0.408,"putCallVolumeFrontRatio":0.1,"optionVolume":24,"volumeOiRatio":0.012814,"netDeltaNormalized":0.366994,"dealerDeltaNormalized":-0.338964,"gexPer100kOi":14462995.194875,"vannaPer100kOi":-747.463962,"charmPer100kOi":-574746.396156,"weekendDeltaShiftPer100kOi":-1724292.578751,"ivSurfaceRangePp":122.1,"gammaFlipDistancePct":-12.130972,"maxPainDistancePct":-19.484702,"peakCallDistancePct":-46.323135,"peakPutDistancePct":7.353731},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/FOX.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."}