{"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/FOXA","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/FOXA.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/FOXA.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":"FOXA","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":62.279998779296875,"previous_close":61.279998779296875,"delta_neutral":56.44500066338023,"gamma_neutral":55.412839944605224,"gamma_max":65.63029568720202,"total_open_interest":49552,"previous_open_interest":48487,"listed_contracts":143,"listed_calls":102,"listed_puts":67,"gamma_max_distance_pct":5.3794106833201365,"delta_neutral_distance_pct":-9.36897596384719,"gamma_neutral_distance_pct":-11.026266810034738,"open_interest_change_1d_pct":2.196465031864211,"call_open_interest":30879,"put_open_interest":18673,"put_call_open_interest_ratio":0.6047151786003433,"nearest_expiration_max_pain":55,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-11.689144062277814,"all_expiration_max_pain":55,"net_gamma_exposure":4192816.287185242,"net_gamma_exposure_per_100k_open_interest":8461447.140751617,"gamma_exposure_flip":55.412839944605224,"gamma_exposure_flip_distance_pct":-11.026266810034738,"call_wall":65,"call_wall_distance_pct":4.367375199126221,"put_wall":55,"put_wall_distance_pct":-11.689144062277814,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":993},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"FOXA","price":62.28,"totalOi":49552,"analysisCoverage":1,"avgIvPct":49.4,"ivRank":14.7,"iv52wHighPct":66.77,"iv52wLowPct":46.4,"frontDte":14,"frontAtmIvPct":34.3635,"backAtmIvPct":36.354,"termPremiumPp":-1.9905,"expectedMoveFrontPct":6.73,"straddleFrontPct":6.34,"straddle30dPct":6.34,"riskReversalFrontPp":31.02,"riskReversal30dPp":31.02,"butterflyFrontPp":2.87,"butterfly30dPp":2.87,"putCallOiRatio":0.605,"putCallOiFrontRatio":0.716,"putCallVolumeFrontRatio":0,"optionVolume":780,"volumeOiRatio":0.015741,"netDeltaNormalized":0.167764,"dealerDeltaNormalized":-0.1591,"gexPer100kOi":5135383.395221,"vannaPer100kOi":2930.255086,"charmPer100kOi":-134008.718114,"weekendDeltaShiftPer100kOi":-402026.154343,"ivSurfaceRangePp":82.2,"gammaFlipDistancePct":-46.435453,"maxPainDistancePct":-11.689146,"peakCallDistancePct":-43.802184,"peakPutDistancePct":4.367373},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/FOXA.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."}