{"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/GRFS","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/GRFS.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/GRFS.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":"GRFS","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":7.309999942779541,"previous_close":7.300000190734863,"delta_neutral":7.162884585522143,"gamma_neutral":9.137499928474426,"gamma_max":10.114618137508302,"total_open_interest":5900,"previous_open_interest":5892,"listed_contracts":38,"listed_calls":27,"listed_puts":15,"gamma_max_distance_pct":38.3668702692539,"delta_neutral_distance_pct":-2.0125220028587214,"gamma_neutral_distance_pct":25,"open_interest_change_1d_pct":0.1357773251866938,"call_open_interest":3191,"put_open_interest":2709,"put_call_open_interest_ratio":0.8489501723597618,"nearest_expiration_max_pain":7,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-4.2407653242972145,"all_expiration_max_pain":8,"net_gamma_exposure":-103839.00201836831,"net_gamma_exposure_per_100k_open_interest":-1759983.08505709,"gamma_exposure_flip":9.137499928474426,"gamma_exposure_flip_distance_pct":25,"call_wall":8,"call_wall_distance_pct":9.439125343660326,"put_wall":7,"put_wall_distance_pct":-4.2407653242972145,"gamma_max_cross_direction":"below","delta_neutral_cross_direction":null,"open_interest_rank":2470},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.9444,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"GRFS","price":7.31,"totalOi":5900,"analysisCoverage":0.9444,"avgIvPct":73,"ivRank":2.6,"iv52wHighPct":710.2,"iv52wLowPct":56.06,"frontDte":14,"frontAtmIvPct":74.9564,"backAtmIvPct":37.5276,"termPremiumPp":37.4288,"expectedMoveFrontPct":14.68,"straddleFrontPct":15.39,"straddle30dPct":15.39,"riskReversalFrontPp":-10.93,"riskReversal30dPp":-10.93,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.849,"putCallOiFrontRatio":1,"putCallVolumeFrontRatio":0,"optionVolume":25,"volumeOiRatio":0.004237,"netDeltaNormalized":0.027658,"dealerDeltaNormalized":-0.027576,"gexPer100kOi":-139381.694915,"vannaPer100kOi":2762.711864,"charmPer100kOi":-6932.20339,"weekendDeltaShiftPer100kOi":-20813.559322,"ivSurfaceRangePp":55.9,"gammaFlipDistancePct":null,"maxPainDistancePct":9.439124,"peakCallDistancePct":null,"peakPutDistancePct":-4.240766},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/GRFS.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."}