{"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/FR","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/FR.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/FR.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":"FR","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":59.459999084472656,"previous_close":58.869998931884766,"delta_neutral":null,"gamma_neutral":null,"gamma_max":null,"total_open_interest":682,"previous_open_interest":683,"listed_contracts":18,"listed_calls":12,"listed_puts":7,"gamma_max_distance_pct":null,"delta_neutral_distance_pct":null,"gamma_neutral_distance_pct":null,"open_interest_change_1d_pct":-0.14641288433382138,"call_open_interest":481,"put_open_interest":201,"put_call_open_interest_ratio":0.4178794178794179,"nearest_expiration_max_pain":60,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":0.9081751157785658,"all_expiration_max_pain":60,"net_gamma_exposure":-3898.0549228922346,"net_gamma_exposure_per_100k_open_interest":-571562.3054094185,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":75,"call_wall_distance_pct":26.135218894723206,"put_wall":60,"put_wall_distance_pct":0.9081751157785658,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3884},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"FR","price":59.46,"totalOi":682,"analysisCoverage":0.8889,"avgIvPct":38.8,"ivRank":20.5,"iv52wHighPct":85.05,"iv52wLowPct":26.9,"frontDte":14,"frontAtmIvPct":36.508,"backAtmIvPct":21.9463,"termPremiumPp":14.5617,"expectedMoveFrontPct":7.15,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-31.04,"riskReversal30dPp":-31.04,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.418,"putCallOiFrontRatio":0.385,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":0.035525,"dealerDeltaNormalized":-0.033754,"gexPer100kOi":-373192.082111,"vannaPer100kOi":4252.199413,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":32,"gammaFlipDistancePct":null,"maxPainDistancePct":0.908174,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/FR.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."}