{"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/MSFO","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/MSFO.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/MSFO.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":"MSFO","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":12.385000228881836,"previous_close":12.270000457763672,"delta_neutral":11.857264545173354,"gamma_neutral":12.385000228881836,"gamma_max":12.396482432762944,"total_open_interest":365,"previous_open_interest":364,"listed_contracts":39,"listed_calls":23,"listed_puts":23,"gamma_max_distance_pct":0.09271056656367206,"delta_neutral_distance_pct":-4.261087395685318,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0.27472527472527475,"call_open_interest":186,"put_open_interest":179,"put_call_open_interest_ratio":0.9623655913978495,"nearest_expiration_max_pain":15,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":21.114248871953844,"all_expiration_max_pain":14,"net_gamma_exposure":23725.856038618233,"net_gamma_exposure_per_100k_open_interest":6500234.531128283,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":13,"call_wall_distance_pct":4.965682355693332,"put_wall":13,"put_wall_distance_pct":4.965682355693332,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":4223},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.7778,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"MSFO","price":12.39,"totalOi":365,"analysisCoverage":0.7778,"avgIvPct":91.7,"ivRank":36,"iv52wHighPct":125.72,"iv52wLowPct":72.6,"frontDte":14,"frontAtmIvPct":45.6989,"backAtmIvPct":26.2557,"termPremiumPp":19.4432,"expectedMoveFrontPct":8.95,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":null,"butterfly30dPp":null,"putCallOiRatio":0.962,"putCallOiFrontRatio":1.462,"putCallVolumeFrontRatio":0,"optionVolume":0,"volumeOiRatio":0,"netDeltaNormalized":-0.254309,"dealerDeltaNormalized":0.216712,"gexPer100kOi":477501.369863,"vannaPer100kOi":-547.945205,"charmPer100kOi":795342.465753,"weekendDeltaShiftPer100kOi":2386027.39726,"ivSurfaceRangePp":95,"gammaFlipDistancePct":-10.492333,"maxPainDistancePct":12.99435,"peakCallDistancePct":null,"peakPutDistancePct":null},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/MSFO.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."}